In probability theory and statistics, two real-valued random variables, , , are said to be uncorrelated if their covariance, , is zero. If two variables are uncorrelated, there is no linear relationship between them. Uncorrelated random variables have a Pearson correlation coefficient, when it exists, of zero, except in the trivial case when either variable has zero variance (is a constant). In this case the correlation is undefined. In general, uncorrelatedness is not the same as orthogonality, except in the special case where at least one of the two random variables has an expected value of 0. In this case, the covariance is the expectation of the product, and and are uncorrelated if and only if . If and are independent, with finite second moments, then they are uncorrelated. However, not all uncorrelated variables are independent. (Wikipedia).
(PP 6.2) Multivariate Gaussian - examples and independence
Degenerate multivariate Gaussians. Some sketches of examples and non-examples of Gaussians. The components of a Gaussian are independent if and only if they are uncorrelated.
From playlist Probability Theory
(PP 6.1) Multivariate Gaussian - definition
Introduction to the multivariate Gaussian (or multivariate Normal) distribution.
From playlist Probability Theory
(PP 6.4) Density for a multivariate Gaussian - definition and intuition
The density of a (multivariate) non-degenerate Gaussian. Suggestions for how to remember the formula. Mathematical intuition for how to think about the formula.
From playlist Probability Theory
(PP 6.3) Gaussian coordinates does not imply (multivariate) Gaussian
An example illustrating the fact that a vector of Gaussian random variables is not necessarily (multivariate) Gaussian.
From playlist Probability Theory
What Is The Uncertainty Principle?
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From playlist Science Unplugged: Quantum Mechanics
A New Physics-Inspired Theory of Deep Learning | Optimal initialization of Neural Nets
A special video about recent exciting developments in mathematical deep learning! 🔥 Make sure to check out the video if you want a quick visual summary over contents of the “The principles of deep learning theory” book https://deeplearningtheory.com/. SPONSOR: Aleph Alpha 👉 https://app.al
From playlist Explained AI/ML in your Coffee Break
Causation from the Point of View of Physics, Moderated Conversation, James Woodward
The Inference of Nature: Cause and Effect in Molecular Biology Jenann Ismael, Professor, Department of Philosophy, Columbia University. Moderated Conversation with James Woodward, Distinguished Professor in the Department of the History and Philosophy of Science, University of Pittsburgh.
From playlist Franke Program in Science and the Humanities
From Speech AI to Finance AI and Back - Li Deng
Seminar on Theoretical Machine Learning Topic: From Speech AI to Finance AI and Back Speaker: Li Deng Affiliation: Citadel Date: August 18, 2020 For more video please visit http://video.ias.edu
From playlist Mathematics
The Most Powerful Tool Based Entirely On Randomness
We see the effects of randomness all around us on a day to day basis. In this video we’ll be discussing a couple of different techniques that scientists use to understand randomness, as well as how we can harness its power. Basically, we'll study the mathematics of randomness. The branch
From playlist Classical Physics by Parth G
(PP 6.6) Geometric intuition for the multivariate Gaussian (part 1)
How to visualize the effect of the eigenvalues (scaling), eigenvectors (rotation), and mean vector (shift) on the density of a multivariate Gaussian.
From playlist Probability Theory
(PP 6.7) Geometric intuition for the multivariate Gaussian (part 2)
How to visualize the effect of the eigenvalues (scaling), eigenvectors (rotation), and mean vector (shift) on the density of a multivariate Gaussian.
From playlist Probability Theory
Set Theory (Part 20): The Complex Numbers are Uncountably Infinite
Please feel free to leave comments/questions on the video and practice problems below! In this video, we will establish a bijection between the complex numbers and the real numbers, showing that the complex numbers are also uncountably infinite. This will eventually mean that the cardinal
From playlist Set Theory by Mathoma
The State of the Universe - J. Hartle - 12/9/2013
A conference celebrating the 50th anniversary of quarks honoring Murray Gell-Mann was held at Caltech on December 9-10, 2013. For more information, visit: http://hep.caltech.edu/gm/
From playlist The 50th Anniversary of Quarks Honoring Murray Gell-Mann
Probability & Information Theory — Subject 5 of Machine Learning Foundations
#MLFoundations #Probability #MachineLearning Welcome to my course on Probability and Information Theory, which is part of my broader "Machine Learning Foundations" curriculum. This video is an orientation to the curriculum. There are eight subjects covered comprehensively in the ML Found
From playlist Probability for Machine Learning
Math Major Guide | Warning: Nonstandard advice.
A guide for how to navigate the math major and how to learn the main subjects. Recommendations for courses and books. Comment below to tell me what you think. And check out my channel for conversation videos with guests on math and other topics: https://www.youtube.com/channel/UCYLOc-m8Wu
From playlist Math
Quantum Mechanics -- a Primer for Mathematicians
Juerg Frohlich ETH Zurich; Member, School of Mathematics, IAS December 3, 2012 A general algebraic formalism for the mathematical modeling of physical systems is sketched. This formalism is sufficiently general to encompass classical and quantum-mechanical models. It is then explained in w
From playlist Mathematics
John Terilla : A collection of Homotopy Random Variables
Recording during the thematic meeting : "Geometrical and Topological Structures of Information" the August 29, 2017 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent
From playlist Geometry
Using Computational Essays to Demystify Quantum Mechanics
To learn more about Wolfram Technology Conference, please visit: https://www.wolfram.com/events/technology-conference/ Speaker: Mohammad Bahrami Wolfram developers and colleagues discussed the latest in innovative technologies for cloud computing, interactive deployment, mobile devices,
From playlist Wolfram Technology Conference 2018
The measurement problem and some mild solutions by Dustin Lazarovici (Lecture - 04)
21 November 2016 to 10 December 2016 VENUE Ramanujan Lecture Hall, ICTS Bangalore Quantum Theory has passed all experimental tests, with impressive accuracy. It applies to light and matter from the smallest scales so far explored, up to the mesoscopic scale. It is also a necessary ingredie
From playlist Fundamental Problems of Quantum Physics
(PP 5.4) Independence, Covariance, and Correlation
(0:00) Definition of independent random variables. (5:10) Characterizations of independence. (10:54) Definition of covariance. (13:10) Definition of correlation. A playlist of the Probability Primer series is available here: http://www.youtube.com/view_play_list?p=17567A1A3F5DB5E4
From playlist Probability Theory