Robert Stammer, CFA, is the former director of investor engagement at CFA Institute and writes on thought leadership in the investment management industry. Charlene Rhinehart is a CPA , CFE, chair of ...

Abstract: In this paper, we analyze the impact of compression with complex random matrices on Fisher information and the Cramér-Rao Bound (CRB) for estimating unknown parameters in the mean value ...

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The Python Toolkit for Uncertainty Quantification (PyTUQ) is a Python-only collection of libraries and tools designed for quantifying uncertainty in computational models. PyTUQ offers a range of UQ ...

MANOVA is a statistical test that extends the scope of the more commonly used ANOVA, that allows differences between three or more independent groups of explanatory (independent or predictor) ...

Now With Missing Data Support! The py-earth package now supports missingness in its predictors. Just set allow_missing=True when constructing an Earth object. The R ...

Abstract: Polynomial chaos (PC) has been proven to be an efficient method for uncertainty quantification, but its applicability is limited by two strong assumptions: the mutual independence of random ...

Divisive normalization is a ubiquitous computation commonly thought to be an implementation of the efficient coding principle. Despite empirical evidence that it reduces statistical redundancy present ...