Feeds
回答済み
determinant of covariance matrix
Basically I have number_of_samples < dimension_of_data Most probably this is the reason for getting a non PSD covariance matrix...
determinant of covariance matrix
Basically I have number_of_samples < dimension_of_data Most probably this is the reason for getting a non PSD covariance matrix...
14年以上 前 | 0
質問
determinant of covariance matrix
We know that covariance matrix is a positive semi definite matrix and should have positive determinant. However, when dimensions...
14年以上 前 | 5 件の回答 | 0
