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Parameter expansion for estimation of reduced rank covariance matrices (Open Access publication)

Parameter expanded and standard expectation maximisation algorithms are described for reduced rank estimation of covariance matrices by restricted maximum likelihood, fitting the leading principal components only. Convergence behaviour of these algorithms is examined for several examples and contras...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Meyer, Karin
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: BioMed Central 2008
Gaiak:
Sarrera elektronikoa:https://ncbi.nlm.nih.gov/pmc/articles/PMC2674917/
https://ncbi.nlm.nih.gov/pubmed/18096112
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/1297-9686-40-1-3
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