A new treatment of the inverse problem of multivariate analysis

DOI10.1088/0266-5611/18/2/305zbMATH Open1012.65010OpenAlexW2064621706MaRDI QIDQ4531338FDOQ4531338

Authors: Fred Greensite 

Publication date: 3 June 2003

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0266-5611/18/2/305

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zbMATH Keywords

computational complexityinverse problemnumerical examplesalgorithmrandom matricesmatrix equationsingular value decompositionsstochastic filteringmultivariate regression coefficient matricessignal autocovariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Complexity and performance of numerical algorithms (65Y20)

Cited In (4)

• Control systems approach to the sample inverse covariance matrix
• A new mixed integer programming approach for inverse correspondence analysis
• Inverse Problems with I $\otimes$ A Kronecker Structure
• Title not available (Why is that?)

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