Results 41 to 50 of about 4,500,411 (350)
Diagonal Acceleration for Covariance Matrix Adaptation Evolution Strategies [PDF]
Evolutionary Computation, 2019 We introduce an acceleration for covariance matrix adaptation evolution strategies (CMA-ES) by means of adaptive diagonal decoding (dd-CMA). This diagonal acceleration endows the default CMA-ES with the advantages of separable CMA-ES without inheriting ...
Youhei Akimoto, Nikolaus Hansen
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Weighted covariance matrix estimation [PDF]
Computational Statistics & Data Analysis, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guangren Yang, Yiming Liu, Guangming Pan
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Covariance Matrix Estimation under Total Positivity for Portfolio Selection* [PDF]
Journal of Financial Econometrics, 2019 Selecting the optimal Markowitz portfolio depends on estimating the covariance matrix of the returns of N assets from T periods of historical data.
Raj Agrawal, Uma Roy, Caroline Uhler
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Regularization for high-dimensional covariance matrix
Special Matrices, 2016 In many applications, high-dimensional problem may occur often for various reasons, for example, when the number of variables under consideration is much bigger than the sample size, i.e., p >> n.
Cui Xiangzhao +5 more
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Estimation of a covariance matrix with zeros [PDF]
Biometrika, 2007 25 ...
Chaudhuri, S. +2 more
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IEEE Access, 2018 The performance of the conventional beamformers degrades in the presence of desired signal in the data samples and array steering vector (ASV) mismatch. Many beamformers have been proposed to improve the performance of standard Capon beamformer. However,
Denis Igambi, Xiaopeng Yang, Babur Jalal
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BAYESIAN INFERENCE FOR A COVARIANCE MATRIX
Conference on Applied Statistics in Agriculture, 2014 Final version, already published in proceedings, Proceedings of 26th Annual Conference on Applied Statistics in Agriculture.
Alvarez, Ignacio +2 more
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Wiener Filter Approximations Without Covariance Matrix Inversion
IEEE Open Journal of Signal Processing, 2023 In this article, we address the problem of ill-conditioning of the Wiener filter, the optimal linear minimum mean square error estimator. Computing the Wiener filter involves the inverse of the observation covariance matrix.
Pranav U. Damale +2 more
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Covariance Matrix Estimation in Massive MIMO [PDF]
IEEE Signal Processing Letters, 2017 Interference during the uplink training phase significantly deteriorates the performance of a massive MIMO system. The impact of the interference can be reduced by exploiting the second-order statistics of the channel vectors, e.g., to obtain the minimum
David Neumann, M. Joham, W. Utschick
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IET Radar, Sonar & Navigation, 2023 Benefit from the transmission diversity smoothing (TDS) effect upon coherent targets decorrelation, the kind of adaptive beamformers can be directly applied for multiple‐input multiple‐output (MIMO) sonar applications.
Kuan Fan, Xionghou Liu, Chao Sun
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