In this paper we outline an alternative derivation of the square-root-free Cholesky decomposition of P - pp' based on square-root-free variants of a standard algorithm in statistical computing.

Dr. James McCaffrey presents a complete end-to-end demonstration of the kernel ridge regression technique to predict a single numeric value. The demo uses the kernel matrix inverse (Cholesky ...

An important problem in multivariate statistics is the estimation of covariance matrices. We consider a class of nonparametric covariance models in which the entries in the covariance matrix depend on ...