Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Covariance function

Related lectures (11)

Time Series: Estimation and Spectral Representation

Explores time series estimation, spectral representation, and p-variate analysis in depth.

Time Series: Fundamentals and Models

Explores the fundamentals of time series analysis, including stationarity, linear processes, forecasting, and practical aspects.

Time Series: Fundamentals and Models

Covers the fundamentals of time series analysis, including models, stationarity, and practical aspects.

Probabilistic Interpretation: K-Means & GMM

Explores the probabilistic interpretation of K-means clustering and its relation to Gaussian Mixture Models.

Conditional Gaussian Generation Log in to Mediaspace to watch this video

Explores the generation of multivariate Gaussian distributions and the challenges of factorizing covariance matrices.

Point Processes: Convergence and Gaussian Processes Log in to Mediaspace to watch this video

Covers point processes, convergence criteria, Laplace functionals, Gaussian processes, covariance functions, and intrinsic stationarity.

Geostatistics: Analyzing Spatial Data Structures Log in to Mediaspace to watch this video

Covers geostatistics, focusing on spatial data types and their analysis methods.

Stochastic Processes: Stationarity in Continuous Time - Part 2 Log in to Mediaspace to watch this video

Discusses weak-sense stationarity in continuous-time stochastic processes and the calculation of autocorrelation and cross-correlation functions.

Equivariant Structural Representations Log in to Mediaspace to watch this video

Explores equivariant structural representations in atomistic machine learning, emphasizing the importance of representing target properties in the spherical basis.

Stochastic Models for Communications Log in to Mediaspace to watch this video

Covers random vectors, joint probability density, independent random variables, functions of two random variables, and Gaussian random variables.

Probability and Stochastic Processes: Fundamentals and Applications Log in to Mediaspace to watch this video

Discusses the fundamentals of probability and stochastic processes, focusing on random variables, their properties, and applications in statistical signal processing.