60 citations · 234 across the 39 of their papers we have counts for
4 papers · 1 filter
Computing the confidence levels for a root-mean-square test of goodness-of-fit, II
William Perkins, Mark Tygert, Rachel Ward
This paper extends our earlier article, "Computing the confidence levels for a root-mean-square test of goodness-of-fit;" unlike in the earlier article, the models in the present p…
An algorithm for the principal component analysis of large data sets
Nathan Halko, Per-Gunnar Martinsson, Yoel Shkolnisky +1
Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike t…
Computing the confidence levels for a root-mean-square test of goodness-of-fit
William Perkins, Mark Tygert, Rachel Ward
The classic chi-squared statistic for testing goodness-of-fit has long been a cornerstone of modern statistical practice. The statistic consists of a sum in which each summand invo…
Statistical tests for whether a given set of independent, identically distributed draws does not come from a specified probability density
Mark Tygert
We discuss several tests for whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most com…