(New page: ---- =Questions and Comments= * Tian's review: It's a great slecture, the explanation is in detail and the logic between the steps is quite clear. Also, the MATLAB example provides me w...)
 
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* Tian's review: It's a great slecture, the explanation is in detail and the logic between the steps is quite clear. Also, the MATLAB example provides me with a certain level of intuition of how the whitening process works. This slecture greatly helps me to understand the transformation between different Gaussian distributions, in both mathematical sense and practical sense. 
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* Tian's comment 1: As we can see, the whited data does not have exactly zero mean and an identity covariance matrix, there are some tiny errors, is there a way that we can characterize how good the whiting process is from those errors? I guess the error should be linear to the difference between the largest and smallest eigenvalues of the covariance matrix. This could be a further topic that readers want to explore.
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* Tian's comment 2: The real-world data that we process is usually not exactly multivariate Gaussian distribution, if the original data was not Gaussian distribution, or even very far away from a Gaussian distribution, can we still use this technique and how good the result would be? This could be an interesting question that readers could further explore.
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Revision as of 18:26, 24 April 2014


Questions and Comments

This slecture will be reviewed by Soonam Lee


Alumni Liaison

To all math majors: "Mathematics is a wonderfully rich subject."

Dr. Paul Garrett