Search for tag: "covariance"

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Andrew Stuart

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Andrew Stuart (Caltech) Inverse Problems Without Adjoints:Ensemble Approaches Automatic subtitles have been added to this…

From  DIANE HORBERRY on March 5th, 2021 0 likes 35 plays 0  

Sara Wade & Karla Monterrubio-Gomez (Edinburgh): On MCMC for variationally sparse Gaussian processes: A pseudo-marginal approach.

The subtitles/captions on this talk are being edited. They will be available within 2 weeks of the talk being published. 26 February 2021Sara Wade & Karla Monterrubio-Gomez (Edinburgh): On MCMC…

From  OLLIE Quinn on March 1st, 2021 0 likes 12 plays 0  

Mihaela Paun (Glasgow): Assessing model mismatch and model selection in a Bayesian uncertainty quantification analysis of a fluid-dynamics model of pulmonary blood circulation

5 February 2021Mihaela Paun (Glasgow): Assessing model mismatch and model selection in a Bayesian uncertainty quantification analysis of a fluid-dynamics model of pulmonary blood circulationThere…

From  OLLIE Quinn on February 11th, 2021 0 likes 13 plays 0  

Topic 75: Difference Equation Analysis of Input-Output Time-Domain Statistics (PETARS, Chapter 10)

This topic considers extending previous topics on calculating the input-output statistics of a linear time-invariant (LTI) system in response to a wide-sense stationary (WSS) process at the input,…

From  James Hopgood on November 30th, 2020 0 likes 36 plays 0  

Topic 72: Time-Domain Analysis of Response to Random Signals using the System Impulse Response (PETARS, Chapter 10)

This video looks at the method for calculating the output statistics for a linear time-invariant (LTI) system in response to a wide-sense stationary (WSS) input using a time-domain method given the…

From  James Hopgood on November 26th, 2020 0 likes 55 plays 0  

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Sonja Cox (University of Amsterdam)

Automated subtitles will appear on this video. Click "cc" to turn subtitles off. One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Sonja Cox (University of…

From  DIANE HORBERRY on November 18th, 2020 0 likes 77 plays 0  

Topic 66: Joint Signal Statistics and Correlation Matrices (PETARS, Chapter 8)

This video starts to wrap up the Chapter on Stochastic processes by looking at joint signal statistics, such as cross-correlation and cross-covariance, uncorrelated pairs of random processes, and…

From  James Hopgood on November 16th, 2020 0 likes 56 plays 0  

Topic 65: Time Averages and Ergodicity (PETARS, Chapter 8)

This Topic introduces the notion of estimating statistical averages from a single realisation of a stochastic process. This concept is most easily developed for estimating first and second moments…

From  James Hopgood on November 14th, 2020 0 likes 78 plays 0  

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Marta Sanz-Sole (Barcelona)

Automated subtitles will appear on this video. Click "cc" to turn subtitles off.

From  DIANE HORBERRY on November 5th, 2020 0 likes 87 plays 0  

Topic 47: Cramer-Rao Lower Bound for Parameter Vectors (PETARS, Chapter 6)

In this video, the concepts in estimation theory introduced so far for scalar random variables are extended to deal with estimating multiple parameters, for example the mean and variance of a…

From  James Hopgood on October 26th, 2020 0 likes 78 plays 0  

Topic 38: The Multivariate Guassian Distribution (PETARS, Chapter 5)

This video reviews the probability density function (pdf) for the multivariate Gaussian random variable. This pdf is then derived by developing the isotropic multivariate Gaussian, and then…

From  James Hopgood on October 15th, 2020 0 likes 101 plays 0  

Topic 36: Further Statistical Descriptors (PETARS, Chapter 5)

This video builds on the Statistical Descriptors introduced in Topic 35 by discussing the covariance matrix, the correlation coefficient, and then the cross-correlation and cross-covariance…

From  James Hopgood on October 14th, 2020 0 likes 95 plays 0  

USMR lecture 5 part 1

correlation, part 1

From  Martin Corley on October 9th, 2020 0 likes 154 plays 0  

Research and teaching in statistical and data sciences seminars - Eleni Matechou (University of Kent)

Eleni Matechou (University of Kent) Title: Environmental DNA as a monitoring tool at a single and multi-species level Abstract: Environmental DNA (eDNA) is a survey tool with rapidly expanding…

From  OLLIE Quinn on October 2nd, 2020 0 likes 21 plays 0  

When principal components fail

When principal components fail

From  Nigel Goddard on September 25th, 2016 1 likes 1,609 plays 0