Timeline for Estimate on gaussian distribution
Current License: CC BY-SA 3.0
2 events
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| Jan 27, 2014 at 12:42 | comment | added | splinter123 | Thanks, that seems to treat well the singularity issue. The procedure still requires numerical computation, and does not exhibit a simple bound f(d,M) allowing to guess a convergence rate... but I might be able to get that by using some metric on the cholesky matrix. | |
| Jan 26, 2014 at 11:45 | history | answered | Carlo Beenakker | CC BY-SA 3.0 |