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"and variance-covariance matrices are highly informative" So - a distribution which is linear?
by taylorius 5y ago
"and variance-covariance matrices are highly informative"
So - a distribution which is linear?
- kurthr 5y agoI don't think that the distribution needs to be linear... simply the correlation between N elements needs to be linear (or 1st order dominant). It works great for estimating multiple (e.g. different causes) small deviations (over multiple elements) from a global response. If you're looking at those larger eigen values, then you're looking at the dominant mode shapes of the eigen vectors of correlation. As others have said, it's better for estimation (not for classification).
- prionassembly 5y agoYou keep using that word.
- spekcular 5y agoA multivariate Gaussian, for example.