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To analyze unstructured data (text, images, audio, video), economists typically first extract low-dimensional structured features with a neural network. Neural networks do not make generically unbiased predictions, and biases will propagate…

Econometrics · Economics 2026-02-20 Jacob Carlson , Melissa Dell

The problem of estimating multiple loss parameters of an optical system using the most general ancilla-assisted parallel strategy is solved under energy constraints. An upper bound on the quantum Fisher information matrix is derived…

Quantum Physics · Physics 2018-12-12 Ranjith Nair

We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…

Information Theory · Computer Science 2022-04-25 Sjoerd Dirksen , Johannes Maly , Holger Rauhut

This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…

Statistics Theory · Mathematics 2021-07-01 Juan Carlos Escanciano

Understanding how well future cosmological experiments can reconstruct the mechanism that generated primordial inhomogeneities is key to assessing the extent to which cosmology can inform fundamental physics. In this work, we apply a…

Cosmology and Nongalactic Astrophysics · Physics 2026-02-23 Michał Piotrak , Thomas Colas , Ana Alonso-Serrano , Alessio Serafini

Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…

Machine Learning · Statistics 2025-07-18 Pardha Sai Krishna Ala , Ameya Salvi , Venkat Krovi , Matthias Schmid

In recent years forecasting activities have become a very important tool for designing and optimising large scale structure surveys. To predict the performance of such surveys, the Fisher matrix formalism is frequently used as a fast and…

Cosmology and Nongalactic Astrophysics · Physics 2021-05-12 S. Yahia-Cherif , A. Blanchard , S. Camera , S. Ilić , K. Markovič , A. Pourtsidou , Z. Sakr , D. Sapone , I. Tutusaus

Data re-sampling methods such as the delete-one jackknife are a common tool for estimating the covariance of large scale structure probes. In this paper we investigate the concepts of internal covariance estimation in the context of cosmic…

Cosmology and Nongalactic Astrophysics · Physics 2017-01-10 O. Friedrich , S. Seitz , T. F. Eifler , D. Gruen

The quantum Cram\'er-Rao bound sets a fundamental limit on the accuracy of unbiased parameter estimation in quantum systems, relating the uncertainty in determining a parameter to the inverse of the quantum Fisher information. We…

Focusing on the well motivated aperture mass statistics $\Map$, we study the possibility of constraining cosmological parameters using future space based SNAP class weak lensing missions. Using completely analytical results we construct the…

Astrophysics · Physics 2007-05-23 Dipak Munshi , Patrick Valageas

In Hezaveh et al. 2017 we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for…

Cosmology and Nongalactic Astrophysics · Physics 2017-11-29 Laurence Perreault Levasseur , Yashar D. Hezaveh , Risa H. Wechsler

We consider the estimation of parameters encoded in the measurement record of a continuously monitored quantum system in the jump unraveling, corresponding to a single-shot scenario, where information is continuously gathered. Here, it is…

Quantum Physics · Physics 2026-02-04 Marco Radaelli , Joseph A. Smiga , Gabriel T. Landi , Felix C. Binder

Ideally, all analyses of normally distributed data should include the full covariance information between all data points. In practice, the full covariance matrix between all data points is not always available. Either because a result was…

Methodology · Statistics 2026-02-23 Lukas Koch

The covariance matrix is a foundation in numerous statistical and machine-learning applications such as Principle Component Analysis, Correlation Heatmap, etc. However, missing values within datasets present a formidable obstacle to…

Machine Learning · Statistics 2025-01-22 Tuan L. Vo , Quan Huu Do , Uyen Dang , Thu Nguyen , Pål Halvorsen , Michael A. Riegler , Binh T. Nguyen

We investigate simulation-based bandpower covariance matrices commonly used in cosmological parameter inferences such as the estimation of the tensor-to-scalar ratio $r$. We find that upper limits on $r$ can be biased low by tens of…

Cosmology and Nongalactic Astrophysics · Physics 2022-07-06 Dominic Beck , Ari Cukierman , W. L. Kimmy Wu

We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…

Statistics Theory · Mathematics 2010-03-04 Sanjay Chaudhuri , Mathias Drton , Thomas S. Richardson

This paper investigates statistical inference for noisy matrix completion in a semi-supervised model when auxiliary covariates are available. The model consists of two parts. One part is a low-rank matrix induced by unobserved latent…

Methodology · Statistics 2024-03-27 Shujie Ma , Po-Yao Niu , Yichong Zhang , Yinchu Zhu

We present a comparison between various algorithms of inference of covariance and precision matrices in small datasets of real vectors, of the typical length and dimension of human brain activity time series retrieved by functional Magnetic…

Statistical Mechanics · Physics 2023-02-07 Miguel Ibáñez-Berganza , Carlo Lucibello , Francesca Santucci , Tommaso Gili , Andrea Gabrielli

We consider asymptotically exact inference on the leading canonical correlation directions and strengths between two high dimensional vectors under sparsity restrictions. In this regard, our main contribution is the development of a loss…

Statistics Theory · Mathematics 2022-02-10 Nilanjana Laha , Nathan Huey , Brent Coull , Rajarshi Mukherjee

Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix.…

Statistics Theory · Mathematics 2023-11-13 Karim Lounici , Grégoire Pacreau
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