Tag: linear algebra
- Solved – Is $X^T X$ invertible if $p > n$
- Solved – Proving efficiency of OLS over GLS
- Solved – Appropriate measure to find smallest covariance matrix
- Solved – Maximising the correlation between vectors vs minimising the angle between them
- Solved – Is every correlation matrix positive semi-definite
- Solved – the difference between the dot product and the element-by-element multiplication
- Solved – Distribution of scalar products of two random unit vectors in $D$ dimensions
- Solved – Why does inversion of a covariance matrix yield partial correlations between random variables
- Solved – Hotelling T^2 test derivation question
- Solved – Equivalence of gaussian process and bayesian linear regression by inspecting the covariance matrix