相关论文: Generalized robust shrinkage estimator and its app…

In this work, we propose low-complexity adaptive biased estimation algorithms, called group-based shrinkage estimators (GSEs), for parameter estimation and interference suppression scenarios with mechanisms to automatically adjust the…

We establish a uniform-in-scaling error estimate for the asymptotic preserving scheme proposed in \cite{XW21} for the L\'evy-Fokker-Planck (LFP) equation. The main difficulties stem from not only the interplay between the scaling and…

We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…

We propose a novel camera pose estimation or perspective-n-point (PnP) algorithm, based on the idea of consistency regions and half-space intersections. Our algorithm has linear time-complexity and a squared reconstruction error that…

This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…

In this paper, we consider estimating spot/instantaneous volatility matrices of high-frequency data collected for a large number of assets. We first combine classic nonparametric kernel-based smoothing with a generalised shrinkage technique…

Motivated by the proliferation of observational datasets and the need to integrate non-randomized evidence with randomized controlled trials, causal inference researchers have recently proposed several new methodologies for combining biased…

This paper considers the regularized estimation of covariance matrices (CM) of high-dimensional (compound) Gaussian data for minimum variance distortionless response (MVDR) beamforming. Linear shrinkage is applied to improve the accuracy…

This chapter reviews methods for linear shrinkage of the sample covariance matrix (SCM) and matrices (SCM-s) under elliptical distributions in single and multiple populations settings, respectively. In the single sample setting a popular…

The James-Stein estimator has attracted much interest as a shrinkage estimator that yields better estimates than the maximum likelihood estimator. The James-Stein estimator is also very useful as an argument in favor of empirical Bayesian…

Training the deep convolutional neural network for computer vision problems is slow and inefficient, especially when it is large and distributed across multiple devices. The inefficiency is caused by the backpropagation algorithm's forward…

In this paper, we discuss the application of the Generalized Finite Element Method (GFEM) to approximate the solutions of quasilinear elliptic equations with multiple interfaces in one dimensional space. The problem is characterized by…

The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks…

In this paper, we propose a price staleness factor model that accounts for pervasive market friction across assets and incorporates relevant covariates. Using large-panel high-frequency data, we derive the maximum likelihood estimators of…

Linear discriminant analysis (LDA) is a typical method for classification problems with large dimensions and small samples. There are various types of LDA methods that are based on the different types of estimators for the covariance…

In modern statistics, interests shift from pursuing the uniformly minimum variance unbiased estimator to reducing mean squared error (MSE) or residual squared error. Shrinkage based estimation and regression methods offer better prediction…

High-dimensional data subject to heavy-tailed phenomena and heterogeneity are commonly encountered in various scientific fields and bring new challenges to the classical statistical methods. In this paper, we combine the asymmetric square…

Fourier solvers have become efficient tools to establish structure-property relations in heterogeneous materials. Introduced as an alternative to the Finite Element (FE) method, they are based on fixed-point solutions of the…

Estimating the disturbance or clutter covariance is a centrally important problem in radar space time adaptive processing (STAP). The disturbance covariance matrix should be inferred from training sample observations in practice. Large…

The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…