• xTensor

  • Referenced in 32 articles [sw04984]
  • products of them. It computes covariant derivatives, Lie derivatives and parametric derivatives. It allows...
  • CMA-ES

  • Referenced in 116 articles [sw05063]
  • stands for Covariance Matrix Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivative-free methods ... this distribution are represented by a covariance matrix. The covariance matrix adaptation ... conditioned. Adaptation of the covariance matrix amounts to learning a second order model ... learning the sample distribution and neither derivatives nor even the function values themselves are required...
  • LanHEP

  • Referenced in 22 articles [sw00502]
  • symbols for complicated expressions, such as covariant derivative and strength tensor for gauge fields. Supersymmetric...
  • Ricci

  • Referenced in 14 articles [sw16359]
  • lower indices; Automatic calculation of covariant derivatives; Automatic application of tensor symmetries; Riemannian metrics...
  • multtest

  • Referenced in 22 articles [sw08262]
  • normal with mean zero and variance covariance matrix derived from the vector influence function. Results...
  • CoDEx

  • Referenced in 8 articles [sw28085]
  • with weak scale precision observables, using Covariant Derivative Expansion. Works for single and multiple degenerate...
  • gss

  • Referenced in 289 articles [sw06099]
  • versatile family of smoothing methods derived through roughness penalties that are suitable for both univariate ... estimation with censored life time data and covariates. The unifying themes are the general penalized...
  • STrEAM

  • Referenced in 3 articles [sw38903]
  • heavy mass expansion. STrEAM implements the covariant derivative expansion to automate the most tedious step...
  • xTerior

  • Referenced in 2 articles [sw37557]
  • exterior derivative, the exterior covariant derivative, the co-differential and other standard derivations used...
  • smerfs

  • Referenced in 6 articles [sw23987]
  • necessary conditional covariance matrices is derived and simulations demonstrate the performance of the algorithm...
  • GRC 3.2

  • Referenced in 5 articles [sw11333]
  • raise and lower indices, compute covariant and Lie derivatives, perform coordinate and frame transformations...
  • Prnam-PC

  • Referenced in 18 articles [sw22422]
  • were derived from a physical-chemical matrix via a series of auto-covariance and cross...
  • RICPAC

  • Referenced in 63 articles [sw15253]
  • discrete-time applications. This general form is derived from control and filtering problems for systems ... even in cases where all cost or covariance matrices are singular or ill-conditioned with...
  • DSPCA

  • Referenced in 35 articles [sw04804]
  • problem arises in the decomposition of a covariance matrix into sparse factors, and has wide ... symmetric matrix, where cardinality is constrained, and derive a semidefinite programming based relaxation...
  • SoilGrids250m

  • Referenced in 2 articles [sw27798]
  • remote sensing-based soil covariates (primarily derived from MODIS land products, SRTM DEM derivatives, climatic ... considerable investments in preparing finer resolution covariate layers and (3) to insertion of additional soil ... methods to incorporate input uncertainties and derivation of posterior probability distributions (per pixel), and further...
  • TensoriaCalc

  • Referenced in 1 article [sw32179]
  • performs basic operations such as covariant derivatives of tensors. Development is ongoing, and is expected...
  • GRAMA

  • Referenced in 1 article [sw28385]
  • Dirac matrices and the treatment of covariant derivatives: spinorial and vectorial. In principle, with small...
  • ccgrg

  • Referenced in 1 article [sw16161]
  • general relativity. Riemann and Weyl curvature, covariant derivative, Lie derivative, the first and the second...
  • multitest

  • Referenced in 2 articles [sw08130]
  • normal with mean zero and variance covariance matrix derived from the vector influence function. Results...
  • EigenPrism

  • Referenced in 12 articles [sw21947]
  • derive a novel procedure for this, which is asymptotically correct when the covariates are multivariate...