covariance
Shared movement measure
Covariance is a statistical measure of how two variables change together.
When one variable tends to be high when the other is high, covariance is positive; when one tends to be high while the other is low, covariance is negative.
The covariance between height and weight is positive.
Unlike correlation, covariance isn't standardized, so its magnitude depends on the units of measurement.
Anglo surname
- r-valueTemporary, movable expression
- bivariateHaving two variables
- scatterplotGraph of coordinate pairs
- regressionReturn to former state
autocorrelation · covariation · association · strength · direction · independence · uncorrelated
Belief about future outcomes
- multivariateInvolving multiple variables simultaneously
- estimatorSample-based inference rule
- biasUnfair inclination or prejudice
- meanAverage, or spiteful
deviation · probability · stochastic · parameter · inference · eigenvalue
Possibility of harm
- diversificationExpanding into varied areas
- betaGreek alphabet's second letter
- hedgingNoncommittal maneuvering
- optimizationMaximizing efficiency or performance
Estimating between known values
- nuggetSmall solid lump
- sillWindow's bottom ledge
- rangeExtent of variation
- anisotropyDirection-dependent property variation
Statistical dimension reduction
- whiteningMaking something lighter
- eigendecompositionFactoring via eigenvectors
- regularizationPenalty preventing model complexity
- shrinkageDecrease in size
Pearson
Anglo surname
- r-valueTemporary, movable expression
- bivariateHaving two variables
- scatterplotGraph of coordinate pairs
regression · autocorrelation · covariation · association · strength · direction · independence · uncorrelated
expectation
Belief about future outcomes
- multivariateInvolving multiple variables simultaneously
- estimatorSample-based inference rule
- biasUnfair inclination or prejudice
mean · deviation · probability · stochastic · parameter · inference · eigenvalue
risk
Possibility of harm
- diversificationExpanding into varied areas
- betaGreek alphabet's second letter
- hedgingNoncommittal maneuvering
optimization · returns · volatility · investment · securities
interpolation
Estimating between known values
confounding
Causing surprise or confusion
- blockingImpeding forward progress
PCA
Statistical dimension reduction
- whiteningMaking something lighter
- eigendecompositionFactoring via eigenvectors
- regularizationPenalty preventing model complexity
- dimensionality reductionPCA, eigenvalues, eigenvector, loading, component
- statisticsmean, median, mode, standard deviation, p-value
- relativityrelativity, spacetime, general relativity, relativity theory, time dilation
- Statistical MethodsANOVA, confidence intervals, hypothesis testing, linear regression, p-values
- correlationr-value, autocorrelation
- type systemsADT, product type, variant, tuple, type error
covarianceindependence
Freedom from external control
orthogonality · randomness · uncorrelated · unrelated · noise
variety, vary, variation, variable, variance, correlation, invariable, correlate, correlative