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searching for Quadratic form (statistics) 46 found (59 total)

alternate case: quadratic form (statistics)

Generalized chi-squared distribution (2,076 words) [view diff] no match in snippet view article find links to article

parameters of the second expression (quadratic form of a normal vector). The parameters of the second expression (quadratic form of a normal vector) can also
Clifford algebra (9,287 words) [view diff] no match in snippet view article find links to article
a Clifford algebra is an algebra generated by a vector space with a quadratic form, and is a unital associative algebra with the additional structure of
Degenerate bilinear form (778 words) [view diff] no match in snippet view article find links to article
chosen basis. If for a quadratic form Q there is a non-zero vector v ∈ V such that Q(v) = 0, then Q is an isotropic quadratic form. If Q has the same sign
Null (mathematics) (361 words) [view diff] no match in snippet view article
vector mapped to some null by a function under consideration (such as a quadratic form coming with the vector space, see null vector, a linear mapping given
Thomas Lumley (statistician) (465 words) [view diff] no match in snippet view article
methods approximating the distribution of a large quadratic form in normal variables". Computational Statistics & Data Analysis. 139: 75–81. doi:10.1016/j.csda
Principal axis theorem (1,495 words) [view diff] no match in snippet view article find links to article
technique of diagonalization can be applied. The trick is to write the quadratic form as 5 x 2 + 8 x y + 5 y 2 = [ x y ] [ 5 4 4 5 ] [ x y ] = x T A x {\displaystyle
Loss function (2,800 words) [view diff] no match in snippet view article find links to article
desired values of all target variables. Often loss is expressed as a quadratic form in the deviations of the variables of interest from their desired values;
V-statistic (1,401 words) [view diff] no match in snippet view article find links to article
functional T. In this case the asymptotic distribution is called a quadratic form of centered Gaussian random variables. The statistic V2,n is called
Symmetrization (768 words) [view diff] no match in snippet view article find links to article
skew-symmetric form, and there is no difference between a symmetric form and a quadratic form. At 2, not every form can be decomposed into a symmetric form and a
Energy distance (2,370 words) [view diff] no match in snippet view article find links to article
{\displaystyle T={\frac {nm}{n+m}}E_{n,m}(X,Y)} converges in distribution to a quadratic form of independent standard normal random variables. Under the alternative
Square (algebra) (1,990 words) [view diff] no match in snippet view article
the inner product. The inertia tensor in mechanics is an example of a quadratic form. It demonstrates a quadratic relation of the moment of inertia to the
Wald test (2,232 words) [view diff] no match in snippet view article find links to article
}}_{n}-r)\,\xrightarrow {\mathcal {D}} \,N(0,RVR')} Recalling that a quadratic form of normal distribution has a Chi-squared distribution: n ( R θ ^ n −
Divergence (statistics) (2,629 words) [view diff] no match in snippet view article
positive-definite quadratic form for infinitesimal displacements d p {\displaystyle dp} from p {\displaystyle p} . In applications to statistics, the manifold
Norm (mathematics) (5,937 words) [view diff] no match in snippet view article
those cases the norm is a definite quadratic form. In the split algebras the norm is an isotropic quadratic form. For any norm p : X → R {\displaystyle
Chi-squared distribution (6,817 words) [view diff] no match in snippet view article find links to article
symmetric, idempotent matrix with rank k − n {\displaystyle k-n} , then the quadratic form Y T A Y {\displaystyle Y^{T}AY} is chi-square distributed with k − n
Ellipsoid (5,912 words) [view diff] no match in snippet view article find links to article
that has a homogeneous part of degree two which is a positive definite quadratic form. One can also define a hyperellipsoid as the image of a sphere under
Carus Mathematical Monographs (734 words) [view diff] no match in snippet view article find links to article
Sherman K. Stein and Sándor Szabó - ISBN 9780883850282 The Sensual (Quadratic) Form, by John H. Conway assisted by Francis Y. C. Fung, 1997, ISBN 978-0-88385-030-5
Null distribution (836 words) [view diff] no match in snippet view article find links to article
use t statistics which have Gaussian null distribution, while F statistics, testing k groups of population means, which have Gaussian quadratic form the
Matrix (mathematics) (13,899 words) [view diff] no match in snippet view article
symmetric real matrix A is called positive-definite if the associated quadratic form f ( x ) = x T A x {\displaystyle f({\mathbf {x}})={\mathbf {x}}^{\rm
Definite matrix (8,817 words) [view diff] no match in snippet view article find links to article
positive-definite if and only if it is the matrix of a positive-definite quadratic form or Hermitian form. In other words, a matrix is positive-definite if
Diehard tests (2,923 words) [view diff] no match in snippet view article find links to article
counts are made of the number of occurrences of each state. Then the quadratic form in the weak inverse of the 120×120 covariance matrix yields a test equivalent
Multivariate normal distribution (9,594 words) [view diff] no match in snippet view article find links to article
that σ i i = σ i 2 {\displaystyle \sigma _{ii}=\sigma _{i}^{2}} . A quadratic form of a normal vector x {\displaystyle {\boldsymbol {x}}} , q ( x ) = x
Degrees of freedom (statistics) (4,530 words) [view diff] no match in snippet view article
definitions can include the trace of the hat matrix, tr(H), the trace of the quadratic form of the hat matrix, tr(H'H), the form tr(2H – H H'), or the Satterthwaite
Block design (5,605 words) [view diff] no match in snippet view article find links to article
elliptic quadric, the set of zeros of the quadratic form x1x2 + f(x3, x4), where f is an irreducible quadratic form in two variables over GF(q). [f(x,y) =
MINQUE (2,978 words) [view diff] no match in snippet view article find links to article
{\displaystyle \theta =\sum _{i=1}^{k}p_{i}\sigma _{i}^{2}} using a quadratic form θ ^ = Y ⊤ A Y {\displaystyle {\hat {\theta }}=\mathbf {Y} ^{\top }\mathbf
Normal distribution (22,720 words) [view diff] no match in snippet view article find links to article
ft(Y_{1}^{2}+Y_{2}^{2}+\cdots +Y_{m}^{2}\right)/m}}\sim F_{n,m}.} A quadratic form of a normal vector, i.e. a quadratic function q = ∑ x i 2 + ∑ x j +
Geodesic (4,261 words) [view diff] no match in snippet view article find links to article
metric – Concept in geometry/topology Isotropic line – Line along which a quadratic form applied to any two points' displacement is zero Jacobi field – Vector
Gaussian function (5,023 words) [view diff] no match in snippet view article find links to article
which e is raised in the Gaussian function is any negative-definite quadratic form. Consequently, the level sets of the Gaussian will always be ellipses
Vector generalized linear model (4,767 words) [view diff] no match in snippet view article find links to article
these is taken as the latent variable) and the quadratic is for the quadratic form in the latent variables ν {\displaystyle {\boldsymbol {\nu }}} on the
Kullback–Leibler divergence (13,054 words) [view diff] no match in snippet view article find links to article
Hellinger distance, histogram intersection, Chi-squared statistic, quadratic form distance, match distance, Kolmogorov–Smirnov distance, and earth mover's
Sum-of-squares optimization (2,695 words) [view diff] no match in snippet view article find links to article
added to make X {\displaystyle X} respect the symmetries present in the quadratic form x ≤ d ( x ≤ d ) ⊤ {\displaystyle x^{\leq d}(x^{\leq d})^{\top }} . One
Feynman diagram (15,967 words) [view diff] no match in snippet view article find links to article
motion are linear, the propagator will always be the reciprocal of the quadratic-form matrix that defines the free Lagrangian, since this gives the equations
Bures metric (2,505 words) [view diff] no match in snippet view article find links to article
developed for that purpose. For 2 × 2 and 3 × 3 systems, respectively, the quadratic form of the Bures metric is calculated as [ D B ( ρ , ρ + d ρ ) ] 2 = 1 4
Bregman divergence (4,499 words) [view diff] no match in snippet view article find links to article
D_{F}(x,y)={\tfrac {1}{2}}(x-y)^{T}Q(x-y)} is generated by the convex quadratic form F ( x ) = 1 2 x T Q x {\displaystyle F(x)={\tfrac {1}{2}}x^{T}Qx} .
Expected utility hypothesis (5,770 words) [view diff] no match in snippet view article find links to article
distributed, or in the unlikely case in which the utility function has a quadratic form—however, David E. Bell proposed a measure of risk that follows naturally
Inner product space (7,357 words) [view diff] no match in snippet view article find links to article
correctly called a scalar product in this context, as the nondegenerate quadratic form in question need not be positive definite (need not be an inner product)
Batch normalization (5,892 words) [view diff] no match in snippet view article find links to article
also significant, since the variance is often large. Secondly, the quadratic form of the loss Hessian with respect to activation in the gradient direction
Real coordinate space (4,248 words) [view diff] no match in snippet view article find links to article
but it is not the only possible one. Actually, any positive-definite quadratic form q defines its own "distance" √q(x − y), but it is not very different
Srinivasa Ramanujan (11,706 words) [view diff] no match in snippet view article find links to article
graph Ramanujan summation Ramanujan's constant Ramanujan's ternary quadratic form Rank of a partition /ˈsriːnɪvɑːsə rɑːˈmɑːnʊdʒən/ SREE-nih-vah-sə rah-MAH-nuuj-ən;
Sub-Gaussian distribution (7,383 words) [view diff] no match in snippet view article find links to article
vector X {\displaystyle X} is subgaussian in a certain sense, then any quadratic form A {\displaystyle A} of this vector, X T A X {\displaystyle X^{T}AX}
Ising model (20,177 words) [view diff] no match in snippet view article find links to article
{\displaystyle Z_{ij}\,\partial _{i}H\,\partial _{j}H} is a positive definite quadratic form, and can be used to define the metric for space. So any translationally
Eigenvalues and eigenvectors (13,617 words) [view diff] no match in snippet view article find links to article
largest eigenvalue of H {\displaystyle H} is the maximum value of the quadratic form x T H x / x T x {\displaystyle \mathbf {x} ^{\textsf {T}}H\mathbf {x}
Christiaan Huygens (14,143 words) [view diff] no match in snippet view article find links to article
stated what is now known as the second of Newton's laws of motion in quadratic form. He derived geometrically the now standard formula for the centrifugal
Exterior algebra (12,118 words) [view diff] no match in snippet view article find links to article
Clifford algebra, a generalization of exterior algebra to a nonzero quadratic form Geometric algebra Koszul complex Multilinear algebra Symmetric algebra
Symmetry of second derivatives (5,372 words) [view diff] no match in snippet view article find links to article
the local behavior of the function at (0, 0) cannot be described as a quadratic form, and the Hessian matrix thus fails to be symmetric. In general, the
Experimental uncertainty analysis (15,097 words) [view diff] no match in snippet view article find links to article
propagation of error approximation then can be written concisely as the quadratic form σ z 2 ≈ γ T C γ E q ( 15 ) {\displaystyle \sigma _{z}^{2}\,\,\approx