Results 51 to 60 of about 4,117 (168)
, 2003 In this paper we suggest a hybrid method for computing the smallest eigenvalue of a symmetric and positive definite Toeplitz matrix which takes advantage of two types of methods, Newton's method for the characteristic polynomial and projection ...
Toeplitz Matrix +3 more
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Large Multi‐Response Linear Regression Estimation Based on Low‐Rank Pre‐Smoothing
Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 19, Issue 2, April 2026.ABSTRACT Pre‐smoothing is a technique aimed at increasing the signal‐to‐noise ratio in data to improve subsequent estimation and model selection in regression problems. However, pre‐smoothing has thus far been limited to the univariate response regression setting.
Xinle Tian +3 more
wiley +1 more source
The Journal of Clinical Hypertension, Volume 28, Issue 4, April 2026.ABSTRACT Given that the evidence of a longitudinal association between cumulative blood pressure (BP) levels and cognitive function is inadequate and inconclusive, we conducted this study to determine whether higher cumulative BP was independently associated with subsequent cognitive decline and to evaluate the potential dose‐response relationship ...
Jie Hua +6 more
wiley +1 more source
A new class of matrices with positive inverses
, 1975 It is well known that irreducibly diagonally- dominant matrices with positive diagonal and non-positive off-diagonal elements have positive inverses. A whole class of symmetric circulant and symmetric quindiagonal Toeplitz matrices with positive inverses
Meek, D S
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Matrix representations of Toeplitz-plus-Hankel matrix inverses
, 1989 Inverses of Toeplitz-plus-Hankel matrices and, more generally, T+H-Bezoutians are represented as sums of products of triangular Toeplitz and Hankel matrices.
Rost, Karla +3 more
core +1 more source
, 2005 The structured total least squares estimator, defined via a constrained optimization problem, is a generalization of the total least squares estimator when the data matrix and the applied correction satisfy given structural constraints.
Van Huffel, S. +2 more
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, 2023 "Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random Matrix Theory ...
Abramovich, Yuri, Pongsiri, Tanit
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A look-ahead block Schur algorithm for Toeplitz-like matrices
We derive a look-ahead recursive algorithm for the block triangular factorization of Toeplitz-like matrices. The derivation is based on combining the block Schur/Gauss reduction procedure with displacement structure and leads to an efficient block-Schur ...
Sayed, Ali H., Kailath, Thomas
core +1 more source
Covariance matrix regularization for banded toeplitz structure via frobenius-norm discrepancy [PDF]
, 2019 In many practical applications, the structure of covariance matrix is often blurred due to random errors, making the estimation of covariance matrix very difficult particularly for high-dimensional data.
Li, Zhenyang +9 more
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The reconstruction of an hermitian toeplitz matrix with prescribed eigenpairs
Journal of Systems Science and Complexity, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhongyun Liu, Lu Chen, Yulin Zhang
openaire +2 more sources