hi, all
I searched the group and found some message dealing with the singular
covariance matrix problem. One of which is using pseudo inverse based
on svd to generate pseudo inversed covariance matrix for the singular
matrix. My question, in order to calculate the Gaussian pdf, how
should I deal with the determinant of the singular matrix which is 0
and will give inf in gaussian pdf? Thanks for comments.
zl2k
Re: singular covariance matrix Gaussian pdf question ... I searched the group and found some message dealing with the singular... One of which is using pseudo inverse based ... on svd to generate pseudo inversed covariance matrix for the singular ... should I deal with the determinant of the singular matrix which is 0 ... (sci.stat.math)
Re: singular covariance matrix Gaussian pdf question ...zl2k wrote: ... I searched the group and found some message dealing with the singular... One of which is using pseudo inverse based ... on svd to generate pseudo inversed covariance matrix for the singular ... (sci.stat.math)
Re: Moments over a Simplex ... >Han de Bruijn wrote: ...>(singular) covariance matrix, but what do you mean by one scalar variance?... (sci.math)
Re: singular covariance matrix Gaussian pdf question ... I searched the group and found some message dealing with the singular... One of which is using pseudo inverse based ... on svd to generate pseudo inversed covariance matrix for the singular ... My question, in order to calculate the Gaussian pdf, how ... (sci.stat.math)
Re: Problems with gmdistribution ...GMDISTRIBUTION implements the standard Expectation-Maximization ...singular or close-singular covariance matrix for one or more components. ... I'm trying to cluster stocks with gaussian clustering. ... (comp.soft-sys.matlab)
