FAST LOW-RANK APPROXIMATION FOR COVARIANCE MATRICES
目录Nystorm method低秩逼近矩阵乘法的逼近Belabbas M A, Wolfe P J. Fast Low-Rank Approximation for Covariance Matrices[C]. IEEE International Workshop on Computation...
Covariance and Contravariance in C#, Part One
http://blogs.msdn.com/b/ericlippert/archive/2007/10/16/covariance-and-contravariance-in-c-part-one.aspxI have been wanting for a long time to do a ser...
Covariance 协方差分析
sklearn实战-乳腺癌细胞数据挖掘https://study.163.com/course/introduction.htm?courseId=1005269003&utm_campaign=commission&utm_source=cp-400000000398149&...
协方差Covariance的表述推导
今天想了一下关于概率论的一维数据期望、方差以及高维数据的矩阵表示，突然想到为什么在一维中方差的表示为：V(x)=E((x-E(x))2)而到了高维，这样的表述就成了协方差呢？V(X)=E((X-µ)(X-µ)T),它为什么可以表示协方差呢？于是拿出笔自己推到了一下，果然！详细推导过程见下图：所以，我...