Results 81 to 90 of about 22,359,362 (203)

The Scale Analysis of Bivariate Non-Gaussian Time Series via Wavelet Cross-Covariance

, 1998
this paper we study the scale analysis of bivariate time series through use of the wavelet cross-covariance. If
A. Serroukh, A. T. Walden, Wavelet Cross-covariance   +2 more
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The Effects of Data Imputation on Covariance and Inverse Covariance Matrix Estimation

IEEE Access
Various data analysis techniques and procedures (correlation heatmap, linear discriminant analysis, quadratic discriminant analysis) rely on the estimation of the covariance matrix or its inverse (the precision matrix).
Tuan L. Vo, Quan Huu Do, Thu Nguyen, Pal Halvorsen, Michael A. Riegler, Binh T. Nguyen   +5 more
doaj   +1 more source

Optimization of Optical Follow-up Strategies Based on Covariance Analysis [PDF]

, 2015
An in-depth study, using simulations and covariance analysis, is performed to identify the optimal sequence of observations to obtain the most accurate orbit propagation.
Cordelli, Emiliano, Schildknecht, Thomas, Vananti, Alessandro   +2 more
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The Kullback–Leibler Divergence and the Convergence Rate of Fast Covariance Matrix Estimators in Galaxy Clustering Analysis

The Astrophysical Journal
We present a method to quantify the convergence rate of the fast estimators of the covariance matrices in the large-scale structure analysis. Our method is based on the Kullback–Leibler (KL) divergence, which describes the relative entropy of two ...
Zhigang Li, Zhejie Ding, Yu Yu, Pengjie Zhang   +3 more
doaj   +1 more source

Canonical analysis based on scatter matrices. [PDF]

In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions.
Croux, Christophe, Kankainen, A, Taskinen, S, Ollila, E, Ona, H   +4 more
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Analysis of brain structural covariance network in Cushing disease

Heliyon
Background: Cushing disease (CD) is a rare clinical neuroendocrine disease. CD is characterized by abnormal hypercortisolism induced by a pituitary adenoma with the secretion of adrenocorticotropic hormone.
Can-Xin Xu, Linghan Kong, Hong Jiang, Yue Jiang, Yu-Hao Sun, Liu-Guan Bian, Yuan Feng, Qing-Fang Sun   +7 more
doaj   +1 more source

GAN-MAT: Generative adversarial network-based microstructural profile covariance analysis toolbox

NeuroImage
Multimodal magnetic resonance imaging (MRI) provides complementary information for investigating brain structure and function; for example, an in vivo microstructure-sensitive proxy can be estimated using the ratio between T1- and T2-weighted structural ...
Yeongjun Park, Mi Ji Lee, Seulki Yoo, Chae Yeon Kim, Jong Young Namgung, Yunseo Park, Hyunjin Park, Eun-Chong Lee, Yeo Dong Yoon, Casey Paquola, Boris C. Bernhardt, Bo-yong Park   +11 more
doaj   +1 more source

The K-Step Spatial Sign Covariance Matrix [PDF]

The Sign Covariance Matrix is an orthogonal equivariant estimator of mul- tivariate scale. It is often used as an easy-to-compute and highly robust estimator.
Yadine, A., Croux, C., Dehon, C.
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Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models [PDF]

Estimating a covariance matrix efficiently and discovering its structure are important statistical problems with applications in many fields. This article takes a Bayesian approach to estimate the covariance matrix of Gaussian data.
Christopher K. Carter, Helen Armstrong, Robert Kohn, Kevin K. F. Wong   +3 more
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Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market [PDF]

This paper examines effects of realized covariance matrix estimators based on high-frequency data on large-scale minimum-variance equity portfolio optimization.
Masato Ubukata
core   +2 more sources