21. Let be the covariance matrix and. 22. The eigenfaces themselves form a basis set of all images used to construct the covariance matrix . 23. This means that all of these sources of errors can be represented by a covariance matrix . 24. As an alternative, many methods have been suggested to improve the estimation of the covariance matrix . 25. Estimate the portfolio covariance matrix taking into account the development of the news sentiment score for volume. 26. PCA begins by computing the covariance matrix of the m \ times n matrix \ mathbf { X} 27. The basis functions are typically found by computing the eigenvectors of the covariance matrix of the data set. 28. Assuming zero-mean Gaussian white noise, the basic model of the spatial covariance matrix is given by 29. The covariance matrix ? is the multidimensional analog of what in one dimension would be the variance, and 30. The covariance matrix adaptation ( CMA ) is a method to update the covariance matrix of this distribution.
