Tuning of Prior Covariance in Generalized Least Squares
Author(s) -
William Menke
Publication year - 2021
Publication title -
applied mathematics
Language(s) - English
Resource type - Journals
eISSN - 2152-7393
pISSN - 2152-7385
DOI - 10.4236/am.2021.123011
Subject(s) - covariance , weighting , mathematics , mathematical optimization , covariance matrix , estimation of covariance matrices , minification , least squares function approximation , information criteria , bayesian probability , covariance function , generalized least squares , set (abstract data type) , algorithm , covariance intersection , gradient descent , computer science , prior information , function (biology) , prior probability , statistics , model selection , artificial intelligence , medicine , estimator , evolutionary biology , biology , artificial neural network , radiology , programming language
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