Abstract: Detectors based on matrix information geometry have been developed recently and demonstrated advantages against conventional methods for detection of targets within nonhomogeneous clutter ...
Abstract: This paper describes the latest developments in our work on complex Wishart distribution-based detection of change in time series of multi-look polarimetric synthetic aperture radar data in ...
Creative Commons (CC): This is a Creative Commons license. Attribution (BY): Credit must be given to the creator. An easy-to-implement noise estimation method for tuning state estimators is proposed.
Department of Economics, FEARP - Faculty of Economics, Business Administration and Accounting at Ribeirão Preto, University of São Paulo, Ribeirão Preto, Brazil Introduction: Realized volatility ...
Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...
SAN FRANCISCO & PARSIPPANY, N.J.--(BUSINESS WIRE)--Ossium Health®, a bioengineering company that established a first-of-its-kind bone marrow banking platform, has entered into a collaborative ...
See https://analytic-musings.com/2023/12/30/honey-covariance/ for full writeup. I replicate Wolf & Ledoit's - Honey: I Shrunk the Covariance Matrix (2003) paper ...
This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results