Cargando…
On the conditional distribution of a multivariate Normal given a transformation – the linear case
We show that the orthogonal projection operator onto the range of the adjoint [Formula: see text] of a linear operator T can be represented as UT, where U is an invertible linear operator. Given a Normal random vector Y and a linear operator T, we use this representation to obtain a linear operator...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2019
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6363920/ https://www.ncbi.nlm.nih.gov/pubmed/30766931 http://dx.doi.org/10.1016/j.heliyon.2019.e01136 |