GitHub

08-multivariate_random_variables.Rmd

$(this).text($(this).text() === "Fold" ? "Unfold" : "Fold"); // if the text equals "Fold", change it to "Unfold"or else to "Fold" $(this).next(".fold-blck").toggle ...
GitHub

generating-multivariate-gaussian-random-numbers.md

excerpt: "Given a covariance matrix and a mean vector, how do we generate random vectors from the corresponding Gaussian model?" You may have used `mvnrnd` in Matlab or `multivariate_normal` in NumPy.
Scientific Research Publishing

W. Liu, “Some Limit Properties of the Multivariate Function Sequences of Discrete Random Variables,” Statistics & Probability Letters, Vol. 61, No. 1, 2003, pp. 41-50. doi ...

ABSTRACT: This in virtue of the notion of likelihood ratio and the tool of moment generating function, the limit properties of the sequences of random discrete random variables are studied, and a ...
IEEE

Efficient Initialization of the Correlation Matrix in NORTA Using Quasi-Monte Carlo and Updating Techniques

Abstract: Simulating multivariate random variables is essential in data analytics as it allows for more accurate modeling, improved decision-making, and a better understanding of complex systems and ...
IEEE

Data-Driven Method to Quantify Correlated Uncertainties

Abstract: Polynomial chaos (PC) has been proven to be an efficient method for uncertainty quantification, but its applicability is limited by two strong assumptions: the mutual independence of random ...