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Sharp bounds on the rate of convergence of the empirical covariance matrix
Sharp bounds rate of convergence empirical covariance matrix
2011/1/17
Let X1, . . . ,XN ∈ Rn be independent centered random vectors with log-concave distribution and with the identity as covariance matrix.
WEAKENING ASSUMPTIONS FOR DETERMINISTIC SUBEXPONENTIAL TIME NON-SINGULAR MATRIX COMPLETION
WEAKENING ASSUMPTIONS DETERMINISTIC NON-SINGULAR MATRIX
2012/11/30
Kabanets and Impagliazzo [9] show how to decide the circuit polynomial identity testing problem (CPIT) in deterministic subexponential time, assuming hardness of some explicit multilinear polynomial f...