Probability distributions with non-finite variance | Multivariate continuous distributions
The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate stable distribution defines linear relations between stable distribution marginals. In the same way as for the univariate case, the distribution is defined in terms of its characteristic function. The multivariate stable distribution can also be thought as an extension of the multivariate normal distribution. It has parameter, α, which is defined over the range 0 < α ≤ 2, and where the case α = 2 is equivalent to the multivariate normal distribution. It has an additional skew parameter that allows for non-symmetric distributions, where the multivariate normal distribution is symmetric. (Wikipedia).
Multivariate Gaussian distributions
Properties of the multivariate Gaussian probability distribution
From playlist cs273a
The Normal Distribution (1 of 3: Introductory definition)
More resources available at www.misterwootube.com
From playlist The Normal Distribution
What is a Unimodal Distribution?
Quick definition of a unimodal distribution and how it compares to a bimodal distribution and a multimodal distribution.
From playlist Probability Distributions
Uniform Probability Distribution Examples
Overview and definition of a uniform probability distribution. Worked examples of how to find probabilities.
From playlist Probability Distributions
Multivariable Calculus | Differentiability
We give the definition of differentiability for a multivariable function and provide a few examples. http://www.michael-penn.net https://www.researchgate.net/profile/Michael_Penn5 http://www.randolphcollege.edu/mathematics/
From playlist Multivariable Calculus
(PP 6.1) Multivariate Gaussian - definition
Introduction to the multivariate Gaussian (or multivariate Normal) distribution.
From playlist Probability Theory
What is a bimodal distribution? How to find out if data fits a bimodal.
From playlist Probability Distributions
A Gentle Introduction to the Normal Probability Distribution (10-4)
A normal distribution models…pretty much everything! The Normal Curve is the idealized distribution, a smooth, continuous, symmetrical line. The normal curve is used with interval and ratio scales, continuous data. The most frequent score is the middle score, less frequent scores above and
From playlist Continuous Probability Distributions in Statistics (WK 10 - QBA 237)
John Nolan: A measure of dependence for stable distributions
Abstract: A distance based measure of dependence is proposed for stable distributions that completely characterizes independence for a bivariate stable distribution. Properties of this measure are analyzed, and contrasted with the covariation and co-difference. A sample analog of the measu
From playlist Probability and Statistics
Log-concavity, matroids and expanders - Cynthia Vinzant
Members' Seminar Topic: Log-concavity, matroids and expanders Speaker: Cynthia Vinzant Affiliation: North Carolina State University; von Neumann Fellow, School of Mathematics Date: October 19, 2020 For more video please visit http://video.ias.edu
From playlist Mathematics
Professor Mike West: Structured Dynamic Graphical Models & Scaling Multivariate Time Series
The Turing Lectures - Professor Mike West: Structured Dynamic Graphical Models & Scaling Multivariate Time Series. Click the below timestamps to navigate the video. 00:00:12 Welcome & Introduction by Doctor Ioanna Manolopoulou 00:01:19 Professor Mike West: Structured Dynamic
From playlist Turing Lectures
Andreas H. Hamel: From set-valued quantiles to risk measures: a set optimization approach to...
Abstract : Some questions in mathematics are not answered for quite some time, but just sidestepped. One of those questions is the following: What is the quantile of a multi-dimensional random variable? The "sidestepping" in this case produced so-called depth functions and depth regions, a
From playlist Probability and Statistics
A solution to Weaver's KS2KS2 - Adam Marcus
A solution to Weaver's KS2KS2Primary tabs Adam Marcus Yale University December 2, 2013 We will outline the proof that gives a positive solution of to Weaver's conjecture KS2KS2. That is, we will show that any isotropic collection of vectors whose outer products sum to twice the identity ca
From playlist Mathematics
The solution of the Kadison-Singer problem - Daniel Spielman
Daniel Spielman Yale University November 5, 2014 We will explain our recent solution of the Kadison-Singer Problem and the equivalent Bourgain-Tzafriri and Paving Conjectures. We will begin by introducing the method of interlacing families of polynomials and use of barrier function argume
From playlist Mathematics
StatGeoChem session 4 Outliers
Identification of outliers in multi-variate data
From playlist Statistical Geochemistry
Multivariate Portfolio Choice via Quantiles
SIAM Activity Group on FME Virtual Talk Series Join us for a series of online talks on topics related to mathematical finance and engineering and running every two weeks until further notice. The series is organized by the SIAM Activity Group on Financial Mathematics and Engineering. Spea
From playlist SIAM Activity Group on FME Virtual Talk Series
Thomas Mikosch : Asymptotic theory for the sample covariance matrix of a heavy-tailed [...]
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist Probability and Statistics
M4ML - Multivariate Calculus - 6.3 Doing least squares regression analysis in practice
Welcome to the “Mathematics for Machine Learning: Multivariate Calculus” course, offered by Imperial College London. This video is part of an online specialisation in Mathematics for Machine Learning (m4ml) hosted by Coursera. For more information on the course and to access the full ex
From playlist Mathematics for Machine Learning - Multivariate Calculus
Multivariable Calculus - Part 7 - Chain, Sum and Factor Rule
Support the channel on Steady: https://steadyhq.com/en/brightsideofmaths Or support me via PayPal: https://paypal.me/brightmaths Or support me via other methods: https://bright.jp-g.de Watch the whole series: https://bright.jp-g.de/multivariable_calculus Multivariable Calculus series YouT
From playlist Multivariable Calculus