Parameter inference with estimated covariance matrices
Abstract. When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data error
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2016
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| In: |
Monthly notices of the Royal Astronomical Society. Letters
Year: 2015, Volume: 456, Issue: 1, Pages: L132-L136 |
| ISSN: | 1745-3933 |
| DOI: | 10.1093/mnrasl/slv190 |
| Online Access: | Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1093/mnrasl/slv190 Verlag, lizenzpflichtig, Volltext: https://academic.oup.com/mnrasl/article/456/1/L132/2589782 
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| Author Notes: | Elena Sellentin and Alan F. Heavens |
| Summary: | Abstract. When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data error |
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| Item Description: | Published: 23 December 2015 Gesehen am 04.05.2020 |
| Physical Description: | Online Resource |
| ISSN: | 1745-3933 |
| DOI: | 10.1093/mnrasl/slv190 |