Results 81 to 90 of about 108,134 (338)
Continual Learning for Multimodal Data Fusion of a Soft Gripper
Models trained on a single data modality often struggle to generalize when exposed to a different modality. This work introduces a continual learning algorithm capable of incrementally learning different data modalities by leveraging both class‐incremental and domain‐incremental learning scenarios in an artificial environment where labeled data is ...
Nilay Kushawaha, Egidio Falotico
wiley +1 more source
This paper presents a covariance matrix estimation method based on information geometry in a heterogeneous clutter. In particular, the problem of covariance estimation is reformulated as the computation of geometric median for covariance matrices ...
Xiaoqiang Hua +3 more
doaj +1 more source
Polarization measurements analysis II. Best estimators of polarization fraction and angle
With the forthcoming release of high precision polarization measurements, such as from the Planck satellite, it becomes critical to evaluate the performance of estimators for the polarization fraction and angle.
Alina, D. +7 more
core +2 more sources
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation [PDF]
This paper is concerned with the estimation of covariance matrices in the presence of heteroskedasticity and autocorrelation of unknown forms. Currently available estimators that are designed for this context depend upon the choice of a lag truncation parameter and a weighting scheme.
openaire +1 more source
Size Matters: Covariance Matrix Estimation Under the Alternative [PDF]
Summary: The purpose of this paper is to investigate, using Monte Carlo methods, whether \textit{A. R. Hall}'s [Econometrica 68, No. 6, 1517--1527 (2000; Zbl 1015.62123)] centred test of overidentifying restrictions for parameters estimated by the generalized method of moments (GMM) is more powerful, once the test is size-adjusted, than the standard ...
openaire +4 more sources
This article explores what drives households to adopt solar PV and battery systems in South East Queensland. Using hybrid discrete choice experiments, it reveals distinct adopter profiles and highlights cost, system size, and energy independence as key motivators.
Mohammad Alipour +3 more
wiley +1 more source
Object-oriented Computation of Sandwich Estimators
Sandwich covariance matrix estimators are a popular tool in applied regression modeling for performing inference that is robust to certain types of model misspecification.
Achim Zeileis
doaj +3 more sources
Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market [PDF]
The objective of this paper is to examine effects of realized covariance matrix estimators based on intraday returns on large-scale minimum-variance equity portfolio optimization.
Masato Ubukata
core
Inertia Estimation Through Covariance Matrix
This work presents a technique to estimate on-line the inertia of a power system based on ambient measurements. The proposed technique utilizes the covariance matrix of these measurements and solves an optimization problem that fits such measurements to the synchronous machine classical model.
Federico Bizzarri +5 more
openaire +2 more sources
Using machine learning on a mega‐scale global dataset (n = 1,336,840) reveals a robust personality trait architecture beyond the Big Five. A Big Two model, broadly capturing social engagement and internal mentation, defines a geometric space that links personality to neurocognitive profiles.
Kaixiang Zhuang +7 more
wiley +1 more source

