Probing the covariance matrix

zbMATH Open1428.62338MaRDI QIDQ5208319FDOQ5208319

Authors: Kenneth M. Hanson 

Publication date: 15 January 2020

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zbMATH Keywords

covariance matrix estimationexternal forceposterior stiffnessprobability potentialprobing the posterior

Mathematics Subject Classification ID

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

Cited In (3)

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

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