Computational Instability of Inverse of Spatial Covariance Matrices
碩士 === 國立東華大學 === 應用數學系 === 103 === The inverse of the covariance matrix is applied very often in statistics. For example, Gaussian likelihood function involves the inverse of a covariance matrix. The computation on the inverse of the correlation matrix could be instable when the observations become...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Published: |
2015
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/28086310670079062764 |