相关论文: EM-based Solutions for Covariance Structure Detect…

This paper investigates regularized estimation of Kronecker-structured covariance matrices (CM) for polarization radar in sea clutter scenarios where the data are assumed to follow the complex, elliptically symmetric (CES) distributions…

In this self-contained chapter, we revisit a fundamental problem of multivariate statistics: estimating covariance matrices from finitely many independent samples. Based on massive Multiple-Input Multiple-Output (MIMO) systems we illustrate…

The identification of different homogeneous groups of observations and their appropriate analysis in PLS-SEM has become a critical issue in many appli- cation fields. Usually, both SEM and PLS-SEM assume the homogeneity of all units on…

We consider identifiability of partially linear additive structural equation models with Gaussian noise (PLSEMs) and estimation of distributionally equivalent models to a given PLSEM. Thereby, we also include robustness results for errors…

For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a…

Hypothesis testing of structure in covariance matrices is of significant importance, but faces great challenges in high-dimensional settings. Although consistent frequentist one-sample covariance tests have been proposed, there is a lack of…

We propose a new method for PolSAR (Polarimetric Synthetic Aperture Radar) imagery classification based on stochastic distances in the space of random matrices obeying complex Wishart distributions. Given a collection of prototypes…

This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…

Covariance graphical lasso applies a lasso penalty on the elements of the covariance matrix. This method is useful because it not only produces sparse estimation of covariance matrix but also discovers marginal independence structures by…

A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…

We consider the problem of estimating a high-dimensional covariance matrix from a small number of observations when covariates on pairs of variables are available and the variables can have spatial structure. This is motivated by the…

Estimation of the covariance matrix of asset returns from high frequency data is complicated by asynchronous returns, market mi- crostructure noise and jumps. One technique for addressing both asynchronous returns and market microstructure…

Focusing on stochastic programming (SP) with covariate information, this paper proposes an empirical risk minimization (ERM) method embedded within a nonconvex piecewise affine decision rule (PADR), which aims to learn the direct mapping…

We expand on our previous study of the impact of atmospheric seeing on polarization cross-talk, and show how the formalism that was developed in that work can be applied to treat the case of spatial modulators of polarization. Beside…

A new classifier for Polarimetric SAR (PolSAR) images is proposed and assessed in this paper. Its input consists of segments, and each one is assigned the class which minimizes a stochastic distance. Assuming the complex Wishart model,…

Accurate segmentation of floating debris on water is often compromised by surface glare and changing outdoor illumination. Polarimetric imaging offers a single-sensor route to mitigate water-surface glare that disrupts semantic segmentation…

Principal component analysis (PCA) plays an important role in the analysis of cryo-EM images for various tasks such as classification, denoising, compression, and ab-initio modeling. We introduce a fast method for estimating a compressed…

In Computer Vision, edge detection is one of the favored approaches for feature and object detection in images since it provides information about their objects boundaries. Other region-based approaches use probabilistic analysis such as…

Although extreme learning machine (ELM) has been successfully applied to a number of pattern recognition problems, it fails to pro-vide sufficient good results in hyperspectral image (HSI) classification due to two main drawbacks. The first…

Extracellular matrix (ECM) constitutes a key basement structure to human organisms by acting as a complex network of large proteins and carbohydrates that provide structural support to surrounding cells. Remodeling in the extracellular…