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Results tagged with statistics
Search options questions only
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user 18786
The study of collection, organization, analysis, and interpretation of data.
3
votes
1
answer
66
views
Reconstructing statistics of $x\otimes y$ from E[XX'], E[YY'] and E[XY']
I'm looking at random vectors $z$ of size $d^2$ which can be written as $z=x\otimes y$ where $x$,$y$ are random vectors in $\mathbb{R}^d$ with following second moments known -- $E[XX']$, $E[YY']$ and …
- 2,799
7
votes
1
answer
391
views
Computing square root of diag(u)-uu'?
I need an efficient way to take square root of a matrix which is a sum of diagonal matrix and rank-1 matrix.
More specifically it's the following matrix
$$A=D-uu'=\text{diag}(u)-uu'$$
Where entries …
- 2,799