One of the fundamental operations in machine learning is computing the inverse of a square matrix. But not all matrices have an inverse. The most common way to check if a matrix has an inverse or not ...

The echelon form of a VARMA (vector autoregressive moving average) model is considered. Its advantages over other identified VARMA representations are discussed. Furthermore, a general strategy for ...

Capturing dependence among a large number of high-dimensional random vectors is a very important and challenging problem. By arranging n random vectors of length p in the form of a matrix, we develop ...