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Subspace method: Estimate the covariance matrix requires ( 2 S − 1 ) JN ( JN + 1 ) 2 + 1 flops.
Proposed method: Estimate the (Hermitian) covariance matrix R f using (3.9); this requires ( 2 S − 1 ) JN ( JN + 1 ) 2 + 1 flops.
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Density estimation methods estimate the density of the target class to form a model with which to represent the data.
This method estimates the source location roughly in initial estimation and updates that iteratively in update estimation.
Unlike the baseline algorithms, the proposed method estimates the scale of the target by Lucas-Kanade homography estimation.
From the experimental results, proposed method estimated the self-location with lower drift and variation of the estimation.
The other method estimates the value of options based on current prices for each stock -- the value that an executive would have in mind if he had an eye on the stock ticker.
The other method estimates the value of options based on recent prices for each company's stock -- the value that an executive would have in mind if he was keeping one eye on the stock ticker.
The proposed method estimates the time delays from the RIR.
The proposed method estimates the optimal vector as follows: (12).
The expectation-maximization method estimates the mixture parameters [37].
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com