Results 141 to 150 of about 4,500,411 (350)

Improved Shrinkage Estimators of Covariance Matrices With Toeplitz-Structured Targets in Small Sample Scenarios

IEEE Access, 2019
Shrinkage regularization is an effective strategy to estimate the covariance matrix of multi-variate random vector in small sample scenarios. The purpose of this paper is to propose improved linear shrinkage estimators of covariance matrix as two types ...
Bin Zhang, Jie Zhou, Jianbo Li
doaj   +1 more source

Honey, I shrunk the sample covariance matrix [PDF]

The central message of this paper is that nobody should be using the sample covariance matrix for the purpose of portfolio optimization. It contains estimation error of the kind most likely to perturb a mean-variance optimizer.
Michael Wolf, Olivier Ledoit
core  

A Global Methane Observation System to Reduce Uncertainty for Anthropogenic and Natural Sources and Sinks for Detecting and Attributing Climate Feedbacks

Advanced Science, EarlyView.
Conceptual illustration of a Global Ecosystem Methane Observing System (GEM‐OS) integrating satellites, aircraft, atmospheric networks, and ecosystem measurements to quantify methane emissions from anthropogenic and natural sources. The multi‐scale observing framework improves source attribution, reduces uncertainty in regional methane budgets, and ...
P. Ciais, S. Peng, J. Chang, F. Li, Q. Zhu, K. Yuan, G. Hugelius, H. Li, Y. Cai, F. Chevallier, K. Tibrewal, E. A. Kort, K. Arndt, J. Watts, B. Buma, N. Besic, P. I. Palmer, H. Cadillo‐Quiroz, E. Euskirchen, M. J. Gondwe, A. Hoyt, R. Jackson, S. Malone, D. Monteverde, S. Natali, M. Ramonet, C. Rey‐Sanchez, L. B. Sagang, E. A. G. Schuur, R. Vargas, R. Varner, Z. Zhang, B. Poulter   +32 more
wiley   +1 more source

Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order [PDF]

This paper analyzes the performance of heteroskedasticity-and-autocorrelation-consistent (HAC) covariance matrix estimators in which the residuals are prewhitened using a vector autoregressive (VAR) filter.
Wouter J. den Haan, Andrew T. Levin
core  

Experience‐Dependent Reorganization of Hippocampal CA3 Neuronal Ensembles Associates With Memory Generalization

Advanced Science, EarlyView.
Mice can transfer the learned rule of spatial working memory to guide similar but novel tasks. Hippocampal CA3 populational activity dynamically reorganize during memory generalization, shifting from task‐specific to generalized coding over testing days. Sparse yet redundant neural representations of CA3 enable rule transfer and cognitive map formation,
Da Song, Zilu Zhu, Yujun Deng, Yujie Song, Hui Li, Junjun Ni, Zhenzhen Quan, Yan Yan, Hong Qing   +8 more
wiley   +1 more source

Optimal algorithm for distributed scatterer InSAR phase estimation based on cross-correlation complex coherence matrix

International Journal of Applied Earth Observations and Geoinformation
Low scattering terrain areas introduce complex phase interference, which reduces the accuracy of deformation signal estimation in InSAR(Interferometric Synthetic Aperture Radar) techniques. Existing covariance matrix-based InSAR phase calculation methods
Dingyi Zhou, Zhifang Zhao
doaj   +1 more source

Estimating High Dimensional Covariance Matrices and its Applications [PDF]

Estimating covariance matrices is an important part of portfolio selection, risk management, and asset pricing. This paper reviews the recent development in estimating high dimensional covariance matrices, where the number of variables can be greater ...
Jushan Bai, Shuzhong Shi
core  

A Panel of Circulating Exosomal sncRNAs Associated With Lung Cancer Risk up to 10 Years in Advance

Advanced Science, EarlyView.
Lung cancer is often diagnosed too late, and current screening overlooks many people at risk. In a long‐term study of smokers, a panel of small non‐coding RNAs carried in blood exosomes signals elevated lung cancer risk up to ten years before diagnosis, pointing toward a blood‐based tool for earlier risk detection.
Zhuokun Feng, Masaki Nasu, Ayman Abdul‐Ghani, Yu Chen, Shaoqiu Chen, Isam Mohd Ibrahim, Hanqiu Zhang, Lauren Higa, Zitong Gao, Hua Yang, Raphael Bueno, Loïc Le Marchand, Youping Deng   +12 more
wiley   +1 more source

Influence function and asymptotic efficiency of the affine equivariant rank covariance matrix. [PDF]

Visuri et al (2001) proposed and illustrated the use of the affine equivariant rank covariance matrix (RCM) in classical multivariate inference problems.
Croux, Christophe, Ollila, E, Oja, H
core  

Coexisting Volatile and Nonvolatile Switching in 3D ALD‐IGZO Vertical RRAM for Fully Hardware‐Based Wide Reservoir Computing

Advanced Science, EarlyView.
A conformal ALD‐IGZO vertical RRAM integrates volatile and nonvolatile switching within a compact 2F architecture. Before forming, tunable volatile dynamics provide fading‐memory reservoir states, while after forming, stable multilevel conductance modulation enables hardware readout.
Seeun Lee, Jaewon Park, Nawoon Kim, Seohyeon Ju, Seong‐Cheol Jang, Hyun‐Suk Kim, Sungjun Kim   +6 more
wiley   +1 more source