Scalable Inference via Averaged Robbins‐Monro Bootstrap
ABSTRACT Bootstrap procedures represent a straightforward approach to assessing the uncertainty around estimates of interest in statistical models. However, with the rising prevalence of massive datasets in statistical problems, the computational cost of bootstrap methods can quickly become prohibitive in many settings. To this end, this paper proposes
Giuseppe Alfonzetti, Ruggero Bellio
wiley +1 more source
Direction-of-Arrival Estimation in Coprime Array Using the ESPRIT-Based Method
Coprime arrays have shown potential advantages for direction-of-arrival (DOA) estimation by increasing the number of degrees-of-freedom in the difference coarray domain with fewer physical sensors.
Zhen Meng, Weidong Zhou
doaj +1 more source
On the evaluation of the Eigenvalues of a banded toeplitz block matrix
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BINI, DARIO ANDREA, Pan V.
openaire +3 more sources
On the eigenstructure of hermitian Toeplitz matrices with prescribed eigenpairs [PDF]
In this paper we concern the spectral properties of hermitian Toeplitz matrices. Based on the fact that every centrohermitian matrix can be reduced to a real matrix by a simple similarity transformation, we first consider the eigenstructure of ...
Li Jing, Liu Zhongyun, Zhang Yulin
core
Estimation and Inference for Higher‐Order Stochastic Volatility Models With Leverage
ABSTRACT Statistical inference—estimation and testing—for stochastic volatility models is challenging and computationally expensive. This problem is compounded when leverage effects are allowed. We propose efficient, simple estimators for higher‐order stochastic volatility models with leverage [SVL(p)$$ (p) $$], based on a small number of moment ...
Md. Nazmul Ahsan +2 more
wiley +1 more source
Space‐Time Boundary Elements on Graded Meshes for 3D Elastodynamics
ABSTRACT The solution to the elastodynamic equations in the exterior of a polygonal or polyhedral domain or a screen exhibits singularities at corners and edges. This paper presents a space‐time boundary element method in 3D on algebraically graded meshes to resolve these singularities, based on recently obtained error estimates for the weakly singular
Alessandra Aimi +3 more
wiley +1 more source
An equilibrium problem for the limiting eigenvalue distribution of rational Toeplitz matrices [PDF]
We consider the asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a particular component of
Delvaux, Steven, Duits, Maurice
core +1 more source
Distribution of Eigenvalues of Matrix Ensembles arising from Wigner and Palindromic Toeplitz Blocks [PDF]
Keller Blackwell +9 more
openalex +1 more source
Is every matrix similar to a Toeplitz matrix?
[en] The theory of matrices is a very important field in the world of mathematics, which plays a central role in the study of a large variety of areas in pure and applied mathematics. Is is one of the first topics studied in the degree. I remember when I was studying the first course that I got fascinated by the fact that you can transform a matrix ...
openaire +1 more source
Hessenberg-Toeplitz matrix determinants with Schröder and Fine number entries
Taras Goy, Mark Shattuck
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