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
Gespeichert in:
| Hauptverfasser: | , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2016
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| In: |
Monthly notices of the Royal Astronomical Society. Letters
Year: 2015, Jahrgang: 456, Heft: 1, Pages: L132-L136 |
| ISSN: | 1745-3933 |
| DOI: | 10.1093/mnrasl/slv190 |
| Online-Zugang: | 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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| Verfasserangaben: | Elena Sellentin and Alan F. Heavens |
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