Results 31 to 40 of about 134,557 (305)
The DOA Estimation Method for Low-Altitude Targets under the Background of Impulse Noise
Sensors, 2022 Due to the discontinuity of ocean waves and mountains, there are often multipath propagation effects and obvious pulse characteristics in low-altitude detection.
Bin Lin +4 more
doaj +1 more source
Estimation of a covariance matrix with zeros [PDF]
Biometrika, 2007 25 ...
Chaudhuri, S. +2 more
openaire +3 more sources
Variational Bayes for Regime-Switching Log-Normal Models
Entropy, 2014 The power of projection using divergence functions is a major theme in information geometry. One version of this is the variational Bayes (VB) method. This paper looks at VB in the context of other projection-based methods in information geometry.
Hui Zhao, Paul Marriott
doaj +1 more source
IEEE Access, 2021 In order to solve the problem that the gridless DOA estimation algorithms based on generalized finite rate of innovation (FRI) signal reconstruction model are not suitable for two-dimensional DOA estimation using planar array, a separable gridless DOA ...
Kunda Wang, Lin Shi, Tao Chen
doaj +1 more source
Covariate assisted screening and estimation
The Annals of Statistics, 2014 Consider a linear model Y = Xβ + z, where X = Xn;p and z ≈ N(0; In). The vector β is unknown and it is of interest to separate its nonzero coordinates from the zero ones (i.e., variable selection). Motivated by examples in long-memory time series [11] and change point problem [2], we are primarily interested in the case where the Gram matrix G = X1X is
Ke, Zheng Tracy +2 more
openaire +5 more sources
SHrinkage Covariance Estimation Incorporating Prior Biological Knowledge with Applications to High-Dimensional Data [PDF]
, 2011 In ``-omic data'' analysis, information on the structure of covariates are broadly available either from public databases describing gene regulation processes and functional groups such as the Kyoto encyclopedia of genes and genomes (KEGG), or from ...
Tenenhaus, Arthur +3 more
core +1 more source
Automatic positive semidefinate HAC covariance matrix and GMM estimation [PDF]
, 2005 This paper proposes a new class of heteroskedastic and autocorrelation consistent (HAC) covariance matrix estimators. The standard HAC estimation method reweights estimators of the autocovariances.
Smith, Richard J.
core +1 more source
Variational Bayesian Parameter Estimation Techniques for the General Linear Model
Frontiers in Neuroscience, 2017 Variational Bayes (VB), variational maximum likelihood (VML), restricted maximum likelihood (ReML), and maximum likelihood (ML) are cornerstone parametric statistical estimation techniques in the analysis of functional neuroimaging data.
Ludger Starke +3 more
doaj +1 more source
Applied Sciences, 2022 A covariance matrix is an important parameter in many computational applications, such as quantitative trading. Recently, a global minimum variance portfolio received great attention due to its performance after the 2007–2008 financial crisis, and this ...
Tuan Tran, Nhat Nguyen, Trung Nguyen
doaj +1 more source
Agnostic Estimation of Mean and Covariance [PDF]
2016 IEEE 57th Annual Symposium on Foundations of Computer Science (FOCS), 2016 We consider the problem of estimating the mean and covariance of a distribution from iid samples in $\mathbb{R}^n$, in the presence of an $η$ fraction of malicious noise; this is in contrast to much recent work where the noise itself is assumed to be from a distribution of known type.
Kevin A. Lai +2 more
openaire +2 more sources