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  2. 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.

  3. Covariance and contravariance (computer science) - Wikipedia

    en.wikipedia.org/wiki/Covariance_and_contra...

    An example is the compareTo method: a. compareTo (b) checks whether a comes before or after b in some ordering, but the way to compare, say, two rational numbers will be different from the way to compare two strings. Other common examples of binary methods include equality tests, arithmetic operations, and set operations like subset and union.

  4. Seemingly unrelated regressions - Wikipedia

    en.wikipedia.org/wiki/Seemingly_unrelated...

    Suppose there are m regression equations = +, =, …,. Here i represents the equation number, r = 1, …, R is the individual observation, and we are taking the transpose of the column vector.

  5. 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.

  6. Multivariate analysis of covariance - Wikipedia

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

    In statistics, a covariate represents a source of variation that has not been controlled in the experiment and is believed to affect the dependent variable. [8] The aim of such techniques as ANCOVA is to remove the effects of such uncontrolled variation, in order to increase statistical power and to ensure an accurate measurement of the true relationship between independent and dependent ...

  7. Kosambi–Karhunen–Loève theorem - Wikipedia

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

    For instance it could be the answers to a survey or economic data in an econometrics analysis. As in the continuous version, we assume that X is centered, otherwise we can let X := X − μ X {\displaystyle X:=X-\mu _{X}} (where μ X {\displaystyle \mu _{X}} is the mean vector of X ) which is centered.

  8. Batch normalization - Wikipedia

    en.wikipedia.org/wiki/Batch_normalization

    The effect of these sources of randomness on the distribution of the inputs to internal layers during training is described as internal covariate shift. Although a clear-cut precise definition seems to be missing, the phenomenon observed in experiments is the change on means and variances of the inputs to internal layers during training.

  9. Exchangeable random variables - Wikipedia

    en.wikipedia.org/wiki/Exchangeable_random_variables

    Exchangeable sequences have some basic covariance and correlation properties which mean that they are generally positively correlated. For infinite sequences of exchangeable random variables, the covariance between the random variables is equal to the variance of the mean of the underlying distribution function. [10]