Results 101 to 110 of about 924,331 (302)
On the insufficiency of arbitrarily precise covariance matrices [PDF]
, 2017 We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in a dataset, and
E. Sellentin, A. Heavens
semanticscholar +1 more source
Schur Complement Inequalities for Covariance Matrices and Monogamy of Quantum Correlations. [PDF]
Physical Review Letters, 2016 We derive fundamental constraints for the Schur complement of positive matrices, which provide an operator strengthening to recently established information inequalities for quantum covariance matrices, including strong subadditivity.
Ludovico Lami +3 more
semanticscholar +1 more source
Invariant Tests on Covariance Matrices
The Annals of Statistics, 1981 Minimal complete classes of invariant tests are presented for modifications of the problem of testing the independence of $Y$ and $X$, where $(Y, X) \equiv (Y, X_1, \cdots, X_p)$ is a multivariate normal random vector. One modification involves having extra independent observations on $Y$.
openaire +2 more sources
Forecasting Covariance Matrices: A Mixed Frequency Approach [PDF]
SSRN Electronic Journal, 2011 This paper proposes a new method for forecasting covariance matrices of financial returns. the model mixes volatility forecasts from a dynamic model of daily realized volatilities estimated with high-frequency data with correlation forecasts based on daily data. This new approach allows for flexible dependence patterns for volatilities and correlations,
Halbleib, Roxana, Voev, Valerie
openaire +7 more sources
Advanced Materials, EarlyView.Transition metal oxy/carbo‐nitrides show great promise as catalysts for sustainable processes. A Mn‐Mo mixed‐metal oxynitride attains remarkable performance for the direct synthesis of acetonitrile, an important commodity chemical, via sequential C─N and C─C coupling from syngas (C1) and ammonia (N1) feedstocks.
M. Elena Martínez‐Monje +7 more
wiley +1 more source
Accounting for observation errors in image data assimilation [PDF]
Tellus: Series A, Dynamic Meteorology and Oceanography, 2015 This paper deals with the assimilation of image-type data. Such kinds of data, such as satellite images, have good properties (dense coverage in space and time), but also one crucial problem for data assimilation: they are affected by spatially ...
Vincent Chabot +3 more
doaj +1 more source
Revstat Statistical Journal, 2022 In this paper, a computational approach test (CAT) was proposed to test the equality of two multivariate normal mean vectors under heterogeneity of covariance matrices.
Esra Gökpınar +4 more
doaj +1 more source
Generative Adversarial Estimation of Channel Covariance in Vehicular Millimeter Wave Systems
, 2018 Enabling highly-mobile millimeter wave (mmWave) systems is challenging because of the huge training overhead associated with acquiring the channel knowledge or designing the narrow beams.
Alkhateeb, Ahmed +2 more
core +1 more source
Dynamic modelling of large-dimensional covariance matrices [PDF]
SSRN Electronic Journal, 2007 Modelling and forecasting the covariance of fiancial return series has always been a challenge due to the so-called curse of dimensionality. This paper proposes a methodology that is applicable in large dimensional cases and is based on a time series of realized covariance matrices.
openaire +4 more sources
Advanced Materials, EarlyView.Metal‐free carbon catalysts enable the sustainable synthesis of hydrogen peroxide via two‐electron oxygen reduction; however, active site complexity continues to hinder reliable interpretation. This review critiques correlation‐based approaches and highlights the importance of orthogonal experimental designs, standardized catalyst passports ...
Dayu Zhu +3 more
wiley +1 more source