Econometric Computing with HC and HAC Covariance Matrix Estimators [PDF]
Data described by econometric models typically contains autocorrelation and/or heteroskedasticity of unknown form and for inference in such models it is essential to use covariance matrix estimators that can consistently estimate the covariance of the ...
Achim Zeileis
core
Terahertz Channel Modeling, Estimation and Localization in RIS‐Assisted Systems
Reconfigurable intelligent surfaces have become a recent intensive research focus. Based on practical applications, channel strategies for RIS‐assisted terahertz wireless communication systems are categorized into three different types: channel modeling, channel estimation, and channel localization.
Hongjing Wang +9 more
wiley +1 more source
A New Statistical Method for Determining the Clutter Covariance Matrix in Spatial-Temporal Adaptive Processing of a Radar Signal. [PDF]
Kawalec A, Ślesicka A, Ślesicki B.
europepmc +1 more source
Differentiation of matrix functionals using triangular factorization [PDF]
In various applications, it is necessary to differentiate a matrix functional w(A(x)), where A(x) is a matrix depending on a parameter vector x. Usually, the functional itself can be readily computed from a triangular factorization of A(x).
Anderssen, R.S. +2 more
core
Exceptional Antimodes in Multi‐Drive Cavity Magnonics
Driven‐dissipative cavity‐magnonics provides a flexible platform for engineering non‐Hermitian physics such as exceptional points. Here, using a four‐port, three‐mode system with controllable microwave interference, antimodes and coherent perfect extinction (CPE) are realized, enabling active tuning to antimode exceptional points.
Mawgan A. Smith +4 more
wiley +1 more source
Distributed State Estimation for Multi-Agent Systems With Random Transmission Delays
This paper investigates the distributed state estimation problem of a class of multi-agent systems with random transmission delay. The random transmission delay phenomenon is described by a random variable that obeys a Bernoulli distribution.
Teng Ma, Meixia Yue, Wen Zhang, Ke Xu
doaj +1 more source
Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions. [PDF]
Boileau P +3 more
europepmc +1 more source
Multiradial matrix covariance functions: characterization and applications [PDF]
All results presented here concern to radial (isotropic) and multiradial (danisotropic) matrix-valued covariance functions. We specify some important properties of matrix-valued covariance functions associated to Multivariate Gaussian fields in a ...
Alonso Malaver, Carlos Eduardo
core
Machine learning interatomic potentials bridge quantum accuracy and computational efficiency for materials discovery. Architectures from Gaussian process regression to equivariant graph neural networks, training strategies including active learning and foundation models, and applications in solid‐state electrolytes, batteries, electrocatalysts ...
In Kee Park +19 more
wiley +1 more source
Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis. [PDF]
Li D, Srinivasan A, Chen Q, Xue L.
europepmc +1 more source

