Stochastic computation of dominant eigenvalue and the law of total variance.

George M. Georgiou Kerstin Voigt Haiyan Qiao

Published in: IJCNN (2015)

Keyphrases

covariance matrix
real time
parallel computation
stochastic model
standard deviation
sample size
genetic algorithm
evolutionary algorithm
social networks
multistage
learning algorithm
efficient computation
neural network
database
learning automata
markov processes
minimum variance
variance estimator