Results 11 to 20 of about 4,500,411 (350)
Covariate Assisted Principal regression for covariance matrix outcomes. [PDF]
Biostatistics, 2021 Abstract Modeling variances in data has been an important topic in many fields, including in financial and neuroimaging analysis. We consider the problem of regressing covariance matrices on a vector covariates, collected from each observational unit. The main aim is to uncover the variation in the covariance matrices
Zhao Y +4 more
europepmc +4 more sources
Regularized Tapered Sample Covariance Matrix [PDF]
IEEE Transactions on Signal Processing, 2021 Covariance matrix tapers have a long history in signal processing and related fields. Examples of applications include autoregressive models (promoting a banded structure) or beamforming (widening the spectral null width associated with an interferer ...
E. Ollila, A. Breloy
semanticscholar +6 more sources
Covariance matrix filtering with bootstrapped hierarchies. [PDF]
PLoS ONE, 2021 Cleaning covariance matrices is a highly non-trivial problem, yet of central importance in the statistical inference of dependence between objects. We propose here a probabilistic hierarchical clustering method, named Bootstrapped Average Hierarchical ...
Christian Bongiorno, Damien Challet
doaj +2 more sources
Covariance-Matrix-Based Criteria for Network Entanglement [PDF]
Entropy, 2023 Quantum networks offer a realistic and practical scheme for generating multiparticle entanglement and implementing multiparticle quantum communication protocols.
Kiara Hansenne, Otfried Gühne
doaj +2 more sources
Covariance Matrix Estimation With Heterogeneous Samples [PDF]
IEEE Transactions on Signal Processing, 2008 We consider the problem of estimating the covariance matrix Mp of an observation vector, using heterogeneous training samples, i.e., samples whose covariance matrices are not exactly Mp. More precisely, we assume that the training samples can be clustered into K groups, each one containing Lk, snapshots sharing the same covariance matrix Mk ...
Olivier Besson +2 more
openaire +4 more sources
Spectrum Sensing for Noncircular Signals Using Augmented Covariance-Matrix-Aware Deep Convolutional Neural Network [PDF]
SensorsThis work investigates spectrum sensing in cognitive radio networks, where multi-antenna secondary users aim to detect the spectral occupancy of noncircular signals transmitted by primary users.
Songlin Chen +3 more
doaj +2 more sources
Convex Banding of the Covariance Matrix. [PDF]
J Am Stat Assoc, 2016 We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix.
Bien J, Bunea F, Xiao L.
europepmc +5 more sources
An Analysis of Variance of the Pantheon+ Dataset: Systematics in the Covariance Matrix? [PDF]
Universe, 2022 We investigate the statistics of the available Pantheon+ dataset. Noticing that the χ2 value for the best-fit ΛCDM model to the real data is small, we quantify how significant its smallness is by calculating the distribution of χ2 values for the best-fit
R. Keeley, A. Shafieloo, B. L’Huillier
semanticscholar +1 more source
Covariance Matrix Adaptation MAP-Annealing [PDF]
Annual Conference on Genetic and Evolutionary Computation, 2022 Single-objective optimization algorithms search for the single highest-quality solution with respect to an objective. Quality diversity (QD) optimization algorithms, such as Covariance Matrix Adaptation MAP-Elites (CMA-ME), search for a collection of ...
Matthew C. Fontaine, S. Nikolaidis
semanticscholar +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