相关论文: Regularized Covariance Estimation for Polarization…
The compound Gaussian (CG) family of distributions has achieved great success in modeling sea clutter. This work develops a flexible-tailed CG model to improve generality in clutter modeling, by introducing the positive tempered…
Covariance matrix estimation is one of the most important problems in statistics. To accommodate the complexity of modern datasets, it is desired to have estimation procedures that not only can incorporate the structural assumptions of…
This paper deals with the problem of estimating predictive densities of a matrix-variate normal distribution with known covariance matrix. Our main aim is to establish some Bayesian predictive densities related to matricial shrinkage…
Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…
In many applications and physical phenomena, bivariate signals are polarized, i.e. they trace an elliptical trajectory over time when viewed in the 2D planes of their two components. The smooth evolution of this elliptical trajectory,…
The generalized Ridge penalty is a powerful tool for dealing with overfitting and for high-dimensional regressions. The generalized Ridge regression can be derived as the mean of a posterior distribution with a Normal prior and a given…
We address structured covariance estimation in elliptical distributions by assuming that the covariance is a priori known to belong to a given convex set, e.g., the set of Toeplitz or banded matrices. We consider the General Method of…
In this work, we study the positive definiteness (PDness) problem in covariance matrix estimation. For high dimensional data, many regularized estimators are proposed under structural assumptions on the true covariance matrix including…
We present a novel Bayesian model and a corresponding robust, probabilistic calibration procedure for the CORSAIR polarimeter that can be applied to other polarimeters. Our calibration procedure combines existing Mueller matrix…
This work studies the problem of jointly estimating unknown parameters from Kronecker-structured multidimensional signals, which arises in applications like intelligent reflecting surface (IRS)-aided channel estimation. Exploiting the…
Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has been carried out on the choice of the tuning parameter. This…
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…
Millimeter wave beam alignment (BA) is a challenging problem especially for large number of antennas. Compressed sensing (CS) tools have been exploited due to the sparse nature of such channels. This paper presents a novel deterministic CS…
We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…
In this paper, a new ridge-type shrinkage estimator for the precision matrix has been proposed. The asymptotic optimal shrinkage coefficients and the theoretical loss were derived. Data-driven estimators for the shrinkage coefficients were…
The determination of the covariance matrix and its inverse, the precision matrix, is critical in the statistical analysis of cosmological measurements. The covariance matrix is typically estimated with a limited number of simulations at…
We consider the problem of estimation of a covariance matrix for Gaussian data in a high dimensional setting. Existing approaches include maximum likelihood estimation under a pre-specified sparsity pattern, l_1-penalized loglikelihood…
In this paper, we address the problem of classifying clutter returns in order to partition them into statistically homogeneous subsets. The classification procedure relies on a model for the observables including latent variables that is…
In this work, we are devoted to the reconstruction of an unknown initial value from the terminal data. The asymptotic and root-distribution properties of Mittag-Leffler functions are used to establish stability of the backward problem.…
This paper proposes methods for likelihood-based inference in multivariate linear regressions when the correlation matrix of the responses is separable; that is, it has a Kronecker product structure, but the variances are unrestricted. The…