# Tagged Questions

13 views

### Common or distinct covariance matrices for mahalanobis distance classifier

I'm very new to pattern recognition so apologies in advance for a newbies question. I've been experimenting with mahalanobis distance to class mean based classifiers to predict diagnoses from ...
44 views

### Deriving equation in vector notation

I had some trouble deriving an equation from the book 'Elements of statistical Learning' p. 108 equation 4.9. This heavily relies on linear algebra, so I was wondering how the author came to his final ...
14 views

### Comparision between Hamming distance and cosine similarities?

I want to check the similarities between binary vectors of different length and I am using cosine similarities and hamming distances for calculations. These are of length 1000 elements(0 and 1). ...
30 views

100 views

### connection between PCA and linear regression

Is there a formal link between linear regression and PCA? The goal of PCA is to decompose a matrix into a linear combination of variables that contain most of the information in the matrix. Suppose ...
33 views

### Meaning of off-diagonal multivariate covariance matrices

My terminology might be a bit sloppy. I apologize in advance. I'm reading on multivariate probabilistic distributions, particularly on Gaussian normal distribution (in the context of probabilistic ...
36 views

### Pareto distribution and matrix

I am wondering if there are any bounds are known on the eigenvalues of random matrix whose entries are with Pareto distribution? Thank you.
81 views

27 views

### What may I infer from knowing that some data set's covariance matrix is singular?

I know what a matrix being singular means. I know what a covariance matrix is. What I'd like to know, though, is what I can infer about a data set if I know that its covariance matrix is singular. ...
23 views

### How to extract covariance (error) matrix of independent from covariance matrix of dependent parameters?

Suppose I have a covariance (error) matrix C_xyz for system with 3 parameters: x, y, z. Then it appears that ...
83 views

### Least Square with homogeneous solution!

I've read somewhere that: $x=A^+b+(I-A^+A)Z$ is a solution for $Ax=b$ ,when is doesn't have a particular solution. where $A^+$ indicates the pseudo-inverse and $Z$ is an arbitrary vector!!! I know ...
30 views

### Multiplication of transpose?

We are learning about the multiple linear model where the variance-covariance matrix of $e$ is the n by n matrix, in a applied linear regression class (in statistics) and I am confused about a matrix ...
29 views

### statistics and financial ratios

Currently i am trying to derive the volatility of a financial ratio. I have calculated the volatility (standard deviation) of both the denominator and numerator however I am running into trouble ...
44 views

14 views

### How to find the best fit when you have a set of ideal ratios, but some of those are below a minimum?

Say you have a set of ideal ratios, whose sum = 1. For example, input = [0.2, 0.2, 0.3, 0.3] But suppose that there is a rule stating that every ratio should be ...