MSA

A collection of 6 posts

MSA

Problem: Maximum Likelihood Estimation of the Covariance Matrix for MVN

ex1.13 050329...

MSA

MSA_Week5 : Matrix Differentiation and Jacobian of Transformation

Matrix differentiation...

MSA

MSA_Week4: Vectorization and Kronecker Product

Vectorization and Kronecker Product...

MSA

MSA_Week 3 Moore-Penrose Inverse

Moore-Penrose Inverse...

MSA

MSA_Week2 1.2 Minus Inverse

Minus Inverse...

MSA

MSA_Week 1: Block Matrices

Block Matrices..Schur complement etc.