Related papers: Numerical Techniques for the Maximum Likelihood To…
A defect correction formula for quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=0$ is presented. This formula, expressed by means of an invariant subspace of a suitable pencil, allows us to introduce a modification of the…
We observe $n$ independent $p-$dimensional Gaussian vectors with missing coordinates, that is each value (which is assumed standardized) is observed with probability $a>0$. We investigate the problem of minimax nonparametric testing that…
Non-Hermiticity appears ubiquitously in various open classical and quantum systems and enriches classification of topological phases. However, the role of nonsymmorphic symmetry, crystalline symmetry accompanying fractional lattice…
In the present paper, we are concerned with the study of the spectral distribution of matrix-sequences showing a non-Hermitian block structure with Toeplitz blocks. We use the notion of geometric mean of matrices and the theory of…
Covariance matrix plays a central role in multivariate statistical analysis. Significant advances have been made recently on developing both theory and methodology for estimating large covariance matrices. However, a minimax theory has yet…
Symmetry Protected Topological (SPT) phases describe trivially-acting symmetries. We argue that a symmetry-based description of SPT phases ought to include the topological twist fields associated to the symmetry. Doing so allows us to…
Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…
Advantages of the original symmetrical form of the parametrization of the lepton mixing matrix are discussed. It provides a conceptually more transparent description of neutrino oscillations and lepton number violating processes like…
The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szeg\"o, "Toeplitz forms and their applications". It has then been extensively studied in the…
Compressive covariance estimation has arisen as a class of techniques whose aim is to obtain second-order statistics of stochastic processes from compressive measurements. Recently, these methods have been used in various image processing…
For every Toeplitz sequence $x$ with period structure $(q_i)_{i\geq 1}$, one can identify a period structure ${\bf p}=(p_i)_{i\geq 0}$ which leads to a Bratteli-Vershik realization of the associated Toeplitz shift; we refer to this period…
In this paper we give conditions on a matrix which guarantee that it is similar to a centrosymmetric matrix. We use this conditions to show that some $4 \times 4$ and $6 \times 6$ Toeplitz matrices are similar to centrosymmetric matrices.…
We propose a modeling framework for time-varying covariance matrices based on the assumption that the logarithm of a realized covariance matrix follows a matrix-variate oNrmal distribution. By operating in the space of symmetric matrices,…
In this study the determinant of the average quadratic error matrix is used as the measure of state estimation efficiency. This quantity is easily computable in some cases, so it gives us a reasonable tool to find optimal measurement setup…
Toeplitz matrices are ubiquitous and play important roles across many areas of mathematics. In this paper, we present some algebraic results concerning block Toeplitz matrices with block entries belonging to a commutative algebra $\AA$. The…
We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…
The computation of the structured pseudospectral abscissa and radius (with respect to the Frobenius norm) of a Toeplitz matrix is discussed and two algorithms based on a low rank property to construct extremal perturbations are presented.…
A Quasi Toeplitz (QT) matrix is a semi-infinite matrix of the kind $A=T(a)+E$ where $T(a)=(a_{j-i})_{i,j\in\mathbb Z^+}$, $E=(e_{i,j})_{i,j\in\mathbb Z^+}$ is compact and the norms $\lVert a\rVert_{\mathcal W} = \sum_{i\in\mathbb Z}|a_i|$…
We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…
We prove a new "Toeplitz exactness" theorem for strong convergence. This is a machine to upgrade strong convergence in the general setting of $C^\ast$-correspondences, and has several applications.