Results 91 to 100 of about 2,874 (210)
ON THE SET-SEMIDEFINITE REPRESENTATION OF NONCONVEX QUADRATIC PROGRAMS WITH CONE CONSTRAINTS
Croatian Operational Research Review, 2010 The well-known result stating that any non-convex quadratic problem over the non-negative orthant with some additional linear and binary constraints can be rewritten as linear problem over the cone of completely positive matrices (Burer, 2009) is ...
Gabriele Eichfelder, Janez Povh
doaj
Log-Determinant Divergences Revisited: Alpha-Beta and Gamma Log-Det Divergences
Entropy, 2015 This work reviews and extends a family of log-determinant (log-det) divergences for symmetric positive definite (SPD) matrices and discusses their fundamental properties.
Andrzej Cichocki +2 more
doaj +1 more source
Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
Journal of Forecasting, Volume 45, Issue 5, Page 2587-2605, August 2026.ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source
Positive semidefinite matrices with a given sparsity pattern [PDF]
, 1988 This paper concerns the cone of positive semidefinite matrices which have zeros in prescribed entries. One of the main purposes is to obtain information and, if possible, describe the ranks of external matrices in such cones in terms of the pattern of ...
Agler, Jim +3 more
core +1 more source
On a decomposition of conditionally positive-semidefinite matrices
Linear Algebra and its Applications, 1981 AbstractA symmetric matrix C is said to be copositive if its associated quadratic form is nonnegative on the positive orthant. Recently it has been shown that a quadratic form x'Qx is positive for all x that satisfy more general linear constraints of the form Ax⩾0, x≠0 iff Q can be decomposed as a sum Q=A'CA+S, with Cstrictly copositive and S positive ...
Martin, D.H. +2 more
openaire +1 more source
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
Journal of Forecasting, Volume 45, Issue 5, Page 2379-2392, August 2026.ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
On classes of matrices containing M-matrices, totally nonnegative and hermitian positive semidefinite matrices [PDF]
, 1982 Mehrmann V. On classes of matrices containing M-matrices, totally nonnegative and hermitian positive semidefinite matrices.
Mehrmann, Volker
core
Several inequalities involving Khatri–Rao products of positive semidefinite matrices [PDF]
, 2002 The Khatri–Rao and Tracy–Singh products for partitioned matrices are viewed as generalized Hadamard and generalized Kronecker products, respectively. Based on the connection between the Khatri–Rao and Tracy–Singh products, we establish new inequalities ...
Liu, Shuangzhe
core +1 more source
Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
Special Matrices, 2016 Descriptive analysis of sample survey data estimates means, totals and their variances in a design framework. When analysis is extended to linear models, the standard design-based method for regression parameters includes inverse selection probabilities ...
Haslett Stephen
doaj +1 more source
Edge‐Length Preserving Embeddings of Graphs Between Normed Spaces
Journal of Graph Theory, Volume 112, Issue 4, Page 491-506, August 2026.ABSTRACT The concept of graph embeddability, initially formalized by Belk and Connelly and later expanded by Sitharam and Willoughby, extends the question of embedding finite metric spaces into a given normed space. A finite simple graph G = ( V , E ) is said to be ( X , Y )‐embeddable if any set of induced edge lengths from an embedding of G into a ...
Sean Dewar +3 more
wiley +1 more source