Results 111 to 120 of about 547,601 (228)

Estimation of the signal subspace without estimation of the inverse covariance matrix [PDF]

open access: yes
Let a high-dimensional random vector X can be represented as a sum of two components - a signal S, which belongs to some low-dimensional subspace S, and a noise component N.
Vladimir Panov
core  

Application of regularized covariance matrices in logistic regression and portfolio optimization

open access: yesScientific Reports
Covariance estimation has widespread applications in various fields such as logistic regression and portfolio optimization. However, in high-dimensional or small-sample scenarios, traditional covariance matrix estimation often encounters the problem of ...
Fang Sun, Xiaoqing Huang
doaj   +1 more source

A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics

open access: yesStatistical Applications in Genetics and Molecular Biology, 2005
J. Schäfer, K. Strimmer
semanticscholar   +1 more source

Weighted average ensemble for Cholesky-based covariance matrix estimation

open access: yesStatistical Theory and Related Fields
The modified Cholesky decomposition (MCD) is an efficient technique for estimating a covariance matrix. However, it is known that the MCD technique often requires a pre-specified variable ordering in the estimation procedure.
Xiaoning Kang   +3 more
doaj   +1 more source

Covariance Matrix Estimation for the Cryo-EM Heterogeneity Problem. [PDF]

open access: yesSIAM J Imaging Sci, 2015
Katsevich E, Katsevich A, Singer A.
europepmc   +1 more source

Home - About - Disclaimer - Privacy