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Bayesian Estimation of Dynamical Systems: An Application to fMRI

✍ Scribed by K.J. Friston


Book ID
118769763
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
505 KB
Volume
16
Category
Article
ISSN
1053-8119

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An estimator of the inverse covariance m
✍ B. David; G. Bastin πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 202 KB

An exact formula of the inverse covariance matrix of an autoregressive stochastic process is obtained using the Gohberg}Semencul explicit inverse of the Toeplitz matrix. This formula is used to build an estimator of the inverse covariance matrix of a stochastic process based on a single realization.