Results 111 to 120 of about 4,500,411 (350)
A blocking and regularization approach to high dimensional realized covariance estimation [PDF]
, 2009 We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix ...
Hautsch, Nikolaus +6 more
core +1 more source
Advanced Materials Technologies, EarlyView.Phosphorescent biodegradable metasurface showing vibronic selection and spectral photoluminescence narrowing. Anti‐correlation between experimental LDOS and measured lifetimes. ABSTRACT Metasurfaces incorporating phosphorescent emitters offer a route to engineer radiative and vibronic processes beyond chemical design.
Vincenzo Caligiuri +11 more
wiley +1 more source
The Astrophysical JournalWe 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 +3 more
doaj +1 more source
On the repeated inversion of a covariance matrix
CoRR, 2017 In many cases, the values of some model parameters are determined by maximising the likelihood of a set of data points given the parameter values. The presence of outliers in the data and correlations between data points complicate this procedure. An efficient procedure for the elimination of outliers is presented which takes the correlations between ...
openaire +2 more sources
Continual Learning for Multimodal Data Fusion of a Soft Gripper
Advanced Robotics Research, EarlyView.Models trained on a single data modality often struggle to generalize when exposed to a different modality. This work introduces a continual learning algorithm capable of incrementally learning different data modalities by leveraging both class‐incremental and domain‐incremental learning scenarios in an artificial environment where labeled data is ...
Nilay Kushawaha, Egidio Falotico
wiley +1 more source
Biogeography-based optimization with covariance matrix based migration
Applied Soft Computing, 2016 Display Omitted Covariance matrix-based migration (CMM) is proposed.CMM significantly enhances the rotational invariance of BBO.A novel CMM-BBO approach is developed.Numeric simulations show CMM-BBO effectively improves the performance of BBO ...
Xu Chen, H. Tianfield, W. Du, Guohai Liu
semanticscholar +1 more source
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 +3 more
core
Consensus Formation and Change are Enhanced by Neutrality
Advanced Science, EarlyView.Neutral agents are shown to enhance both the formation and overturning of consensus in collective decision‐making. A general mathematical model and experiments with locusts and humans reveal that neutrality enables robust consensus via simple interactions and accelerates consensus change by reducing effective population size.
Andrei Sontag +3 more
wiley +1 more source
Powers of some one-sided multivariate tests with unknown population covariance matrix [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2009 For a multivariate normal population, Kudo (1963), Shorack (1967) and Perlman (1969) derived the likelihood ratio tests of the null hypothesis that the mean vector is zero with a one-sided alternative for a known covariance matrix, a partially known ...
Samruam Chongcharoen
doaj
Robustness Analysis Of Covariances Matrix Estimates
, 2010 Publication in the conference proceedings of EUSIPCO, Aalborg, Denmark ...
Mahot, Mélanie +3 more
openaire +3 more sources