Probing the covariance matrix

MaRDI QIDQ5208319zbMATH OpenFDO

Authors Kenneth M. Hanson

Publication date 15 January 2020

zbMATH Keywords

covariance matrix estimationexternal forceposterior stiffnessprobability potentialprobing the posterior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to physics (62P35) Monte Carlo methods (65C05)

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Cited in

(3)

• Calculation of Hessian under constraints with applications to Bayesian system identification
• Signed spectral Turań-type theorems
• Limitations on detecting row covariance in the presence of column covariance

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