Search for tag: "transpose"

ML2: Dimensionality Reduction

In this second video, we motivate why it is useful to reduce the dimensionality of your data, and describe how this can be done linearly, using a transformation matrix. We describe a setup whereby we…

From  Elliot Crowley on November 5th, 2020 0 likes 13 plays 0  

Topic 39: Multivariate Characteristic Functions (PETARS, Chapter 5)

The concept of the characteristic function for scalar random variables is extended to multivariate densities of random vectors. This is defined as the multi-dimensional Fourier transform, or the…

From  James Hopgood on October 18th, 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  

Topic 35: Properties of Correlation Matrices (PETARS, Chapter 5)

This video considers the properties of valid correlation matrix, including the Hermitian property, positive semi-definiteness, and positive real-valued leading diagonal. This video proves these…

From  James Hopgood on October 13th, 2020 0 likes 77 plays 0