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  2. Kosambi–Karhunen–Loève theorem - Wikipedia

    en.wikipedia.org/wiki/Kosambi–Karhunen–Loève...

    The covariance function K X satisfies the definition of a Mercer kernel. By Mercer's theorem, there consequently exists a set λ k, e k (t) of eigenvalues and eigenfunctions of T K X forming an orthonormal basis of L 2 ([a,b]), and K X can be expressed as

  3. Covariance function - Wikipedia

    en.wikipedia.org/wiki/Covariance_function

    In probability theory and statistics, the covariance function describes how much two random variables change together (their covariance) with varying spatial or temporal separation. For a random field or stochastic process Z ( x ) on a domain D , a covariance function C ( x , y ) gives the covariance of the values of the random field at the two ...

  4. Analysis of covariance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_covariance

    Analysis of covariance (ANCOVA) is a general linear model that blends ANOVA and regression. ANCOVA evaluates whether the means of a dependent variable (DV) are equal across levels of one or more categorical independent variables (IV) and across one or more continuous variables.

  5. Autoregressive model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_model

    The notation () indicates an autoregressive model of order p.The AR(p) model is defined as = = + where , …, are the parameters of the model, and is white noise. [1] [2] This can be equivalently written using the backshift operator B as

  6. Least-angle regression - Wikipedia

    en.wikipedia.org/wiki/Least-angle_regression

    Standardized coefficients shown as a function of proportion of shrinkage. In statistics, least-angle regression (LARS) is an algorithm for fitting linear regression models to high-dimensional data, developed by Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani.

  7. Bayesian vector autoregression - Wikipedia

    en.wikipedia.org/wiki/Bayesian_vector_autoregression

    In particular, the Minnesota prior assumes that each variable follows a random walk process, possibly with drift, and therefore consists of a normal prior on a set of parameters with fixed and known covariance matrix, which will be estimated with one of three techniques: Univariate AR, Diagonal VAR, or Full VAR.

  8. Multivariate analysis of covariance - Wikipedia

    en.wikipedia.org/wiki/Multivariate_analysis_of...

    An example is provided by the analysis of trend in sea-level by Woodworth (1987). [9] Here the dependent variable (and variable of most interest) was the annual mean sea level at a given location for which a series of yearly values were available. The primary independent variable was "time".

  9. Batch normalization - Wikipedia

    en.wikipedia.org/wiki/Batch_normalization

    In a neural network, batch normalization is achieved through a normalization step that fixes the means and variances of each layer's inputs. Ideally, the normalization would be conducted over the entire training set, but to use this step jointly with stochastic optimization methods, it is impractical to use the global information. Thus ...