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pro vyhledávání: '"March, Don"'
Autor:
March, Don, Tombs, Vandy
Equations are presented which efficiently update or downdate the covariance matrix of a large number of $m$-dimensional observations. Updates and downdates to the covariance matrix, as well as mixed updates/downdates, are shown to be rank-$k$ modific
Externí odkaz:
http://arxiv.org/abs/2002.08831
