Integral transforms | Fourier analysis | Signal processing | Covariance and correlation

Triple correlation

The triple correlation of an ordinary function on the real line is the integral of the product of that function with two independently shifted copies of itself: The Fourier transform of triple correlation is the bispectrum. The triple correlation extends the concept of autocorrelation, which correlates a function with a single shifted copy of itself and thereby enhances its latent periodicities. (Wikipedia).

Video thumbnail

Conceptual Questions about Correlation

Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Conceptual Questions about Correlation

From playlist Statistics

Video thumbnail

RELATIONSHIPS Between Variables: Standardized Covariance (7-1)

Correlation is a way of measuring the extent to which two variables are related. The term correlation is synonymous with “relationship.” Variables are related when changes in one variable are consistently associated with changes in another variable. Dr. Daniel reviews Variance, Covariance,

From playlist Correlation And Regression in Statistics (WK 07 - QBA 237)

Video thumbnail

Intro to the Correlation Coefficient

Brief intro to the correlation coefficient. What it means to have negative correlation, positive correlation or zero correlation. Pearson's, sample and population formulas.

From playlist Correlation

Video thumbnail

Statistics: Ch 3 Bivariate Data (6 of 25) What is Linear Regression (Correlation)?

Visit http://ilectureonline.com for more math and science lectures! We will learn that if there is a linear relationship between the 2 data sets then there is a linear correlation. One way to see if there is a linear correlation is by plotting the data in a scatter diagram. To donate: ht

From playlist THE "WHAT IS" PLAYLIST

Video thumbnail

Introduction to Correlation

Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Introduction to Correlation

From playlist Statistics

Video thumbnail

Covariance (1 of 17) What is Covariance? in Relation to Variance and Correlation

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the difference between the variance and the covariance. A variance (s^2) is a measure of how spread out the numbers of

From playlist COVARIANCE AND VARIANCE

Video thumbnail

Covariance (12 of 17) Covariance Matrix wth 3 Data Sets and Correlation Coefficients

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the correlation coefficients of the 3 data sets form the previous 2 videos. Next video in this series can be seen at:

From playlist COVARIANCE AND VARIANCE

Video thumbnail

Limits of correlation (applied)

Correlation is a standardized covariance (i.e., translated into unit-less form with volatilities). It cannot be used alone: (i) it can be "distorted" by low volatilities, and (ii) it does not give information revealed by the scatter (in this example, both hedge fund series are similarly co

From playlist Statistics: Introduction

Video thumbnail

Lecture 05-Jack Simons Electronic Structure Theory- Basis sets

Basis set notations; complete-basis extrapolation of the Hartree-Fock and correlation energies. (1)Jack Simons Electronic Structure Theory- Session 1- Born-Oppenheimer approximation http://www.youtube.com/watch?v=Z5cq7JpsG8I (2)Jack Simons Electronic Structure Theory- Session 2- Hartr

From playlist U of Utah: Jack Simons' Electronic Structure Theory course

Video thumbnail

Four Uses of Correlation in Statistics (13-3)

Correlation is fundamentally about understanding the direction and strength of the relationship between variables, but it can also do a number of other useful jobs. • Correlation can test for reliability, such as test-retest reliability or Cronbach’s alpha. • Correlation can test for val

From playlist WK13 Correlation - Online Statistics for the Flipped Classroom

Video thumbnail

Ses 7: Fixed-Income Securities IV

MIT 15.401 Finance Theory I, Fall 2008 View the complete course: http://ocw.mit.edu/15-401F08 Instructor: Andrew Lo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT 15.401 Finance Theory I, Fall 2008

Video thumbnail

Lisa Glaser: A picture of a spectral triple

Talk at the conference "Noncommutative geometry meets topological recursion", August 2021, University of Münster. Abstract: A compact manifold can be described through a spectral triple, consisting of a Hilbert space H, an algebra of functions A and a Dirac operator D. But what if we are g

From playlist Noncommutative geometry meets topological recursion 2021

Video thumbnail

Arnab Sen : Majority dynamics on the infinite 3-regular tree

Recording during the meeting "Spectra, Algorithms and Random Walks on Random Networks " the January 14, 2019 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians on CIRM

From playlist Probability and Statistics

Video thumbnail

Alexandre Tkatchenko - Many-body perturbation theory and wavefunction methods: A Physics perspective

Recorded 08 March 2022. Alexandre Tkatchenko of the University of Luxembourg presents "Many-body perturbation theory and wavefunction methods: A Physics perspective" at IPAM's Advancing Quantum Mechanics with Mathematics and Statistics Tutorials. Learn more online at: http://www.ipam.ucla.

From playlist Tutorials: Advancing Quantum Mechanics with Mathematics and Statistics - March 8-11, 2022

Video thumbnail

Emmanuel Giner - Curing basis set convergence of WFT w/ DFT: overview of framework and some results

Recorded 03 May 2022. Emmanuel Giner of the Centre National de la Recherche Scientifique presents "Curing basis set convergence of WFT with DFT: overview of framework and some results" at IPAM's Large-Scale Certified Numerical Methods in Quantum Mechanics Workshop. Learn more online at: ht

From playlist 2022 Large-Scale Certified Numerical Methods in Quantum Mechanics

Video thumbnail

Loss distribution for credit enhancement in securitization

This continues to follow the subprime securitization case study by Aschraft. There are two steps: 1. Specify the loss distribution; and 2. Map the target credit rating to the implied credit enhancement

From playlist Credit Risk: Securitization

Video thumbnail

Multi-mode Correlations in Turbulence by Gregory Falkovich

PROGRAM TURBULENCE: PROBLEMS AT THE INTERFACE OF MATHEMATICS AND PHYSICS ORGANIZERS: Uriel Frisch (Observatoire de la Côte d'Azur and CNRS, France), Konstantin Khanin (University of Toronto, Canada) and Rahul Pandit (IISc, India) DATE: 16 January 2023 to 27 January 2023 VENUE: Ramanuja

From playlist Turbulence: Problems at the Interface of Mathematics and Physics 2023

Video thumbnail

Lecture 10-Jack Simons Electronic Structure Theory- Error trends

Typical error magnitudes for various methods and various basis sets. (1)Jack Simons Electronic Structure Theory- Session 1- Born-Oppenheimer approximation http://www.youtube.com/watch?v=Z5cq7JpsG8I (2)Jack Simons Electronic Structure Theory- Session 2- Hartree-Fock http://www.youtube

From playlist U of Utah: Jack Simons' Electronic Structure Theory course

Video thumbnail

What is a CDO? | Collateralized Debt Obligation | Credit Derivatives

What is a CDO? | Collateralized Debt Obligation | Credit Derivatives Buy The Book Here: https://amzn.to/37HIdEB Follow Patrick on Twitter Here: https://twitter.com/PatrickEBoyle What is a CDO? A collateralized debt obligation (CDO) is a type of structured asset-backed security (ABS). Or

From playlist Credit Derivatives

Video thumbnail

Covariance (8 of 17) What is the Correlation Coefficient?

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn what is and how to find the correlation coefficient of 2 data sets and see how it corresponds to the graph of the data

From playlist COVARIANCE AND VARIANCE

Related pages

Locally compact group | Abelian group | Bispectrum | Haar measure | Pontryagin duality | Tannaka–Krein duality | Autocorrelation | Additive white Gaussian noise | Cumulant