Summary statistics | Matrices | Covariance and correlation
In probability theory and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the covariance between each pair of elements of a given random vector. Any covariance matrix is symmetric and positive semi-definite and its main diagonal contains variances (i.e., the covariance of each element with itself). Intuitively, the covariance matrix generalizes the notion of variance to multiple dimensions. As an example, the variation in a collection of random points in two-dimensional space cannot be characterized fully by a single number, nor would the variances in the and directions contain all of the necessary information; a matrix would be necessary to fully characterize the two-dimensional variation. The covariance matrix of a random vector is typically denoted by or . (Wikipedia).
Covariance (1 of 17) What is Covariance? in Relation to Variance and Correlation
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the difference between the variance and the covariance. A variance (s^2) is a measure of how spread out the numbers of
From playlist COVARIANCE AND VARIANCE
Covariance (6 of 17) Example of the Covariance Matrix - EX 1
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the covariance matrix of 2 data sets. Example 1 Next video in this series can be seen at: https://youtu.be/9DscP6F5CGs
From playlist COVARIANCE AND VARIANCE
Covariance (11 of 17) Covariance Matrix with 3 Data Sets (Part 2)
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the covariance matrix of 3 data sets. Part 2 Next video in this series can be seen at: https://youtu.be/O5v8ID5Cz_8
From playlist COVARIANCE AND VARIANCE
Covariance (14 of 17) Covariance Matrix "Normalized" - Correlation Coefficient
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the “normalized” matrix (or the correlation coefficients) from the covariance matrix from the previous video using 3 sa
From playlist COVARIANCE AND VARIANCE
Covariance (5 of 17) What is the Covariance Matrix?
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the covariance matrix is an nxn matrix (where n=number of data sets) such that the diagonal elements represents the va
From playlist COVARIANCE AND VARIANCE
Covariance Definition and Example
What is covariance? How do I find it? Step by step example of a solved covariance problem for a sample, along with an explanation of what the results mean and how it compares to correlation. 00:00 Overview 03:01 Positive, Negative, Zero Correlation 03:19 Covariance for a Sample Example
From playlist Correlation
Covariance (12 of 17) Covariance Matrix wth 3 Data Sets and Correlation Coefficients
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the correlation coefficients of the 3 data sets form the previous 2 videos. Next video in this series can be seen at:
From playlist COVARIANCE AND VARIANCE
The Covariance Matrix : Data Science Basics
What is the covariance matrix and how is it computed? --- Like, Subscribe, and Hit that Bell to get all the latest videos from ritvikmath ~ --- Check out my Medium: https://medium.com/@ritvikmathematics My Patreon: https://www.patreon.com/user?u=49277905
From playlist Data Science Basics
A covariance matrix, in finance, is a square matrix that contains covariances between portfolio assets. Because, for example, the element in row 2/column 2 is an assets covariance with itself, the diagonal of the covariance matrix contains asset variances. Recall that COV[A,A] = correlatio
From playlist Intro to Quant Finance
Creating and inspecting covariance matrices
This is part of an online course on covariance-based dimension-reduction and source-separation methods for multivariate data. The course is appropriate as an intermediate applied linear algebra course, or as a practical tutorial on multivariate neuroscience data analysis. More info here:
From playlist Dimension reduction and source separation
TeraLasso for sparse time-varying image modeling - Hero - Workshop 2 - CEB T1 2019
Alfred Hero (Univ. of Michigan) / 15.03.2019 TeraLasso for sparse time-varying image modeling. We propose a new ultrasparse graphical model for representing time varying images, and other multiway data, based on a Kronecker sum representation of the spatio-temporal inverse covariance ma
From playlist 2019 - T1 - The Mathematics of Imaging
On the efficiency and Consistency of covariance localisation... - Farchi - Workshop 2 - CEB T3 2019
Farchi (ENPC, FR) / 13.11.2019 On the efficiency and Consistency of covariance localisation in the ensemble Kalman filter ---------------------------------- Vous pouvez nous rejoindre sur les réseaux sociaux pour suivre nos actualités. Facebook : https://www.facebook.com/Institut
From playlist 2019 - T3 - The Mathematics of Climate and the Environment
Eigendecomposition is a technique that finds "special" vectors associated with square matrices. Eigendecomposition is the basis for many important techniques in data analysis, including principal components analyses, blind-source-separation, and other spatial filters. You'll also see a com
From playlist OLD ANTS #9) Matrix analysis
Neuroscience source separation 2b: Spatial separation in MATLAB
This is part two of a three-part lecture series I taught in a masters-level neuroscience course in fall of 2020 at the Donders Institute (the Netherlands). The lectures were all online in order to minimize the spread of the coronavirus. That's good for you, because now you can watch the en
From playlist Neuroscience source separation (3-part lecture series)
(ML 19.5) Positive semidefinite kernels (Covariance functions)
Definition of a positive semidefinite kernel, or covariance function. A simple example. Explanation of terminology: autocovariance, positive definite kernel, stationary kernel, isotropic kernel, covariogram, positive definite function.
From playlist Machine Learning
17: Principal Components Analysis_ - Intro to Neural Computation
MIT 9.40 Introduction to Neural Computation, Spring 2018 Instructor: Michale Fee View the complete course: https://ocw.mit.edu/9-40S18 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP61I4aI5T6OaFfRK2gihjiMm Covers eigenvalues and eigenvectors, Gaussian distributions, co
From playlist MIT 9.40 Introduction to Neural Computation, Spring 2018
Academic Keynote: Differentially Private Covariance-Adaptive Mean Estimation, Adam Smith (BU)
A Google TechTalk, presented by Adam Smith, 2021/11/9 ABSTRACT: Differentially Private Covariance-Adaptive Mean Estimation Covariance-adaptive mean estimation is a fundamental problem in statistics, where we are given n i.i.d. samples from a d-dimensional distribution with mean $\mu$ and
From playlist 2021 Google Workshop on Federated Learning and Analytics
Covariance (8 of 17) What is the Correlation Coefficient?
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn what is and how to find the correlation coefficient of 2 data sets and see how it corresponds to the graph of the data
From playlist COVARIANCE AND VARIANCE