-
Covariance in
probability theory and
statistics is a
measure of the
joint variability of two
random variables. If
greater values of one
variable mainly...
- and statistics, a
covariance matrix (also
known as auto-
covariance matrix,
dispersion matrix,
variance matrix, or variance–
covariance matrix) is a square...
- Look up
covariance or
contravariance in Wiktionary, the free dictionary.
Covariance and
contravariance may
refer to:
Covariance and
contravariance of...
- average) or
empirical mean (empirical average), and the
sample covariance or
empirical covariance are
statistics computed from a
sample of data on one or more...
- In
theoretical physics,
general covariance, also
known as
diffeomorphism covariance or
general invariance,
consists of the
invariance of the form of physical...
- together, and may
refer to:
Covariance matrix, a
matrix of
covariances between a
number of
variables Covariance or cross-
covariance between two
random variables...
-
eigenvectors of the data's
covariance matrix. Thus, the prin****l
components are
often computed by
eigendecomposition of the data
covariance matrix or singular...
-
through space".
Lorentz covariance, a
related concept, is a
property of the
underlying spacetime manifold.
Lorentz covariance has two distinct, but closely...
-
theory and statistics, the
covariance function describes how much two
random variables change together (their
covariance) with
varying spatial or temporal...
- "
Regardless of Gaussianity, however, if the
process and
measurement covariances are known, then the
Kalman filter is the best
possible linear estimator...