Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with matrix-inverse
Search options not deleted
user 63602
The inverse of a given square matrix, $A$, is the matrix $A^{-1}$ such that $AA^{-1}$ is the identity matrix.
1
vote
1
answer
759
views
Evaluate high-dimensional Gaussian with variance matrix $\sigma^{2}I_{n_{t}\times n_{t}}+\bo...
I need to compute the log-likelihood function in a high-dimensional
Gaussian time-series. I have the following model:
$\mathbf{y}_{t}\left|\mathcal{F}_{t-1}\sim\mathcal{N}\left(\mathbf{\boldsymbol{\m …
- 303
0
votes
0
answers
97
views
Evaluate the multivariate normal using variance matrices $\boldsymbol{\Lambda}+\alpha_{i}\ma...
I need to calculate a huge amount of inverses and determinants to evaluate the pdf of the multivariate Gaussian.
Specifically
I need to compute the inverses and determinants of the following varianc …
- 303