Results 101 to 110 of about 6,682,316 (219)
Automatic positive semidefinate HAC covariance matrix and GMM estimation [PDF]
This paper proposes a new class of heteroskedastic and autocorrelation consistent (HAC) covariance matrix estimators. The standard HAC estimation method reweights estimators of the autocovariances.
Smith, Richard J.
core +1 more source
Optimal Fisheries Management Using Transferable Shares of a Convex Tax
ABSTRACT In this paper, we propose a fishery control scheme that happens to be first best in the context of a Gordon‐Schaefer model with asymmetric information about effort/harvesting costs. It is widely acknowledged that in the absence of regulations, competition between vessels leads to a competitive game wherein the outcome is inefficient.
Helge Berglann +2 more
wiley +1 more source
Second order cone programming relaxation of a positive semidefinite constraint
The positive semidefinite constraint for the variable matrix in semidefinite programming (SDP) relaxation is further relaxed by a finite number of second order cone constraints in second order cone programming (SOCP) relaxations.
김선영
core +2 more sources
More information, less precision: Meta‐analysis through random effects
Abstract When several studies or other inputs estimate the same quantity, additional information need not increase precision once the inputs reveal heterogeneity that was not assumed in advance. We study this point in a Gaussian random‐effects model estimated by maximum likelihood.
Jan R. Magnus, Andrey L. Vasnev
wiley +1 more source
Real Factorization of Positive Semidefinite Matrix Polynomials [PDF]
Suppose $Q(x)$ is a real $n\times n$ regular symmetric positive semidefinite matrix polynomial. Then it can be factored as $$Q(x) = G(x)^TG(x),$$ where $G(x)$ is a real $n\times n$ matrix polynomial with degree half that of $Q(x)$ if and only if $\det(Q ...
Gift, Sarah, Woerdeman, Hugo J.
core
General Zagreb adjacency matrix [PDF]
Zhen Lin
doaj +1 more source
From ƒ-Divergence to Quantum Quasi-Entropies and Their Use
Csiszár’s ƒ-divergence of two probability distributions was extended to the quantum case by the author in 1985. In the quantum setting, positive semidefinite matrices are in the place of probability distributions and the quantum generalization is called ...
Dénes Petz
doaj +1 more source
Generalized low-rank approximation to the symmetric positive semidefinite matrix
In this paper, we investigate the generalized low rank approximation to the symmetric positive semidefinite matrix in the Frobenius norm: $$\underset{ rank(X)\leq k}{\min} \sum^m_{i=1}\left \Vert A_i - B_i XB_i^T \right \Vert^2_F,$$ where $X$ is an unknown symmetric positive semidefinite matrix and $k$ is a positive integer. We firstly use the property
Chang, Haixia +2 more
openaire +2 more sources
Selector form of Weaver's conjecture and frame sparsification
Abstract We show an extension of a probabilistic result of Marcus, Spielman, and Srivastava, which resolved the Kadison–Singer problem, to block diagonal positive semidefinite random matrices. We use this result to show several selector results, which generalize their partition counterparts.
Marcin Bownik
wiley +1 more source
Non‐Central Wishart Random Matrices in Structural Dynamics: A Modal‐Basis Approach
ABSTRACT This article develops a non‐parametric stochastic computational model for linear structural dynamics based on a reduced non‐central Wishart (NCW) random matrix formulation. The objective is to represent uncertainty in the mass and stiffness matrices while preserving the matrix properties required for modal and frequency‐domain analysis ...
Alan Das Mannoosseril +2 more
wiley +1 more source

