We place ourselves in the setting of high-dimensional statistical inference where the number of variables p in a dataset of interest is of the same order of magnitude as the number of observations n.

The performance of multivariate kernel density estimates depends crucially on the choice of bandwidth matrix, but progress towards developing good bandwidth matrix selectors has been relatively slow.

KRR is especially useful when there is limited training data, says Dr. James McCaffrey of Microsoft Research in this full-code, step-by-step tutorial. The goal of a machine learning regression problem ...

Most traditional high-performance computing applications focus on computations on very large matrices. Think seismic analysis, weather prediction, structural analysis. But today, with advances in deep ...