*: Department of Statistics and Data Science, National University of Singapore, Singapore; Email: [email protected] †: Department of Statistics and Data Science and Yale-NUS College, National ...
A numerical solution of multivariate normal integrals over a region B is given where the covariance matrix is the sum of a diagonal matrix D and the product of a row vector with its transpose. An ...
Description: Basics of numerical optimization: problem formulation, conditions of optimality, search direction and step length. Calculus-based techniques for univariate and multivariate optimization.
go-numerics/ │── .github/ # GitHub Actions, PR templates, etc. │ └── workflows/ # CI/CD pipeline (tests, linting) │── cmd/ # Command-line ...