Timeline for Woodbury formula
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 27, 2012 at 15:16 | answer | added | Federico Poloni | timeline score: 2 | |
| Jun 20, 2012 at 20:58 | comment | added | Jeremy West | I've seen it used (and used it myself) with the Kalman filter. Matrices of that form come up when dealing with covariance matrices, particularly for normal distributions. See, for example, math.byu.edu/~jeffh/publications/papers/HW1.pdf | |
| Jun 15, 2012 at 22:26 | answer | added | Betrand | timeline score: 2 | |
| Jun 12, 2012 at 13:04 | comment | added | ivan | This is quite useful is statistics. Have a look at the appendices here for example: www.math.nyu.edu/faculty/avellane/FundamentalLawFT.pdf. You can find a number of other references in Google. | |
| Jun 12, 2012 at 9:18 | history | edited | Felix Goldberg | CC BY-SA 3.0 |
added 147 characters in body
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| Jun 12, 2012 at 9:06 | history | asked | Felix Goldberg | CC BY-SA 3.0 |