In applying statistical methods such as principal component analysis, canonical correlation analysis, and sufficient dimension reduction, we need to determine how many eigenvectors of a random matrix ...

This is a preview. Log in through your library . Publisher Information "The Society for Industrial and Applied Mathematics is a leading international association for applied mathematics, and its ...

Transforming a dataset into one with fewer columns is more complicated than it might seem, explains Dr. James McCaffrey of Microsoft Research in this full-code, step-by-step machine learning tutorial.

Now assume to be symmetric with non-zero off-diagonal elements, i.e. , . Let be the eigenvalues and the normalized eigenvectors of T, i.e. We consider the inverse problem: Determine from and . It is ...

In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated. The closed-form ...

This third course in the specialization focuses on modeling requirements. It is highly recommended that students take the first two courses that focus on the core structure in any autonomous system ...