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相关论文: Joint Approximate Covariance Diagonalization with …

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Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

最优化与控制 · 数学 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

Obtaining channel covariance knowledge is of great importance in various Multiple-Input Multiple-Output MIMO communication applications, including channel estimation and covariance-based user grouping. In a massive MIMO system, covariance…

信息论 · 计算机科学 2019-11-01 Mahdi Barzegar Khalilsarai , Tianyu Yang , Saeid Haghighatshoar , Giuseppe Caire

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

机器学习 · 统计学 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Given a set of $p$ symmetric (real) matrices, the Orthogonal Joint Diagonalization (OJD) problem consists of finding an orthonormal basis in which the representation of each of these $p$ matrices is as close as possible to a diagonal…

数值分析 · 数学 2024-09-04 Abd-Krim Seghouane , Yousef Saad

We present a Bayesian scheme for the approximate diagonalisation of several square matrices which are not necessarily symmetric. A Gibbs sampler is derived to simulate samples of the common eigenvectors and the eigenvalues for these…

统计计算 · 统计学 2012-06-22 Mingjun Zhong , Mark Girolami

In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the…

统计方法学 · 统计学 2023-05-12 Ghania Fatima , Prabhu Babu , Petre Stoica

This work aims to numerically construct exactly commuting matrices close to given almost commuting ones, which is equivalent to the joint approximate diagonalization problem. We first prove that almost commuting matrices generically have…

数值分析 · 数学 2023-10-13 Bowen Li , Jianfeng Lu , Ziang Yu

Massive MIMO is a variant of multiuser MIMO, where the number of antennas $M$ at the base-station is large, and generally much larger than the number of spatially multiplexed data streams to/from the users. It has been observed that in many…

信息论 · 计算机科学 2017-07-25 Saeid Haghighatshoar , Giuseppe Caire

In this paper, we investigate the problem of jointly optimizing the waveform covariance matrix and the antenna position vector for multiple-input-multiple-output (MIMO) radar systems to approximate a desired transmit beampattern as well as…

信号处理 · 电气工程与系统科学 2019-12-03 Arindam Bose , Shahin Khobahi , Mojtaba Soltanalian

This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

信号处理 · 电气工程与系统科学 2025-05-13 Augusto Aubry , Prabhu Babu , Antonio De Maio , Massimo Rosamilia

Block diagonalization (BD) is a practical linear precoding technique that eliminates the inter-user interference in downlink multiuser multiple-input multiple-output (MIMO) systems. In this paper, we apply BD to the downlink transmission in…

信息论 · 计算机科学 2010-06-23 Rui Zhang

This paper addresses the problem of mixed-membership estimation in networks, where the goal is to efficiently estimate the latent mixed-membership structure from the observed network. Recognizing the widespread availability and valuable…

统计理论 · 数学 2025-02-11 Jianqing Fan , Jiawei Ge , Jikai Hou

Joint diagonalisation (JD) is a technique used to estimate an average eigenspace of a set of matrices. Whilst it has been used successfully in many areas to track the evolution of systems via their eigenvectors; its application in network…

社会与信息网络 · 计算机科学 2015-03-19 Damien Fay , Jérôme Kunegis , Eiko Yoneki

Controlling the radar beam-pattern by optimizing the transmit covariance matrix is a well-established approach for performance enhancement in multiple-input-multiple-output (MIMO) radars. In this paper, we investigate the joint optimization…

信号处理 · 电气工程与系统科学 2022-08-10 Arindam Bose , Shahin Khobahi , Mojtaba Soltanalian

Multiple-input multiple-output (MIMO) or multi-antenna communication is a key technique to achieve high spectral efficiency in wireless systems. For the point-to-point MIMO channel, it is a well-known result that the channel singular value…

信息论 · 计算机科学 2016-11-17 Liang Liu , Rui Zhang

We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…

统计理论 · 数学 2016-04-20 Ilya Soloveychik , Ami Wiesel

In coherent imaging, speckle is statistically modeled as multiplicative noise, posing a fundamental challenge for image reconstruction. While maximum likelihood estimation (MLE) provides a principled framework for speckle mitigation, its…

计算机视觉与模式识别 · 计算机科学 2026-02-12 Xi Chen , Arian Maleki , Shirin Jalali

In a wireless system with a large number of distributed nodes, the quality of communication can be greatly improved by pooling the nodes to perform joint transmission/reception. In this paper, we consider the problem of optimally selecting…

信息论 · 计算机科学 2013-10-08 Mingyi Hong , Zi Xu , Meisam Razaviyayn , Zhi-Quan Luo

In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…

信号处理 · 电气工程与系统科学 2019-09-04 Jiangtao Wang , Yongchao Wang

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…

机器学习 · 统计学 2015-11-23 Ilya Soloveychik , Ami Wiesel
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