High‐dimensional covariance estimation for Gaussian directed acyclic graph models with given order
Sign Up to like & getrecommendations! Published in 2019 at "Wiley Interdisciplinary Reviews: Computational Statistics"
DOI: 10.1002/wics.1468
Abstract: The covariance matrix is a fundamental quantity that helps us understand the nature of relationships among variables in a multivariate data set. Estimating the covariance matrix can be challenging in modern applications where the number… read more here.
Keywords: estimation gaussian; dimensional covariance; covariance; covariance matrix ... See more keywords
Erratum to: Fast covariance estimation for sparse functional data
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DOI: 10.1007/s11222-017-9768-0
Abstract: The article, “Fast covariance estimation for sparse functional data”, written by Luo Xiao, Cai Li, William Checkley and Ciprian Crainiceanu, was originally published electronically on the publisher’s Internet portal (currently SpringerLink) on 11 April 2017… read more here.
Keywords: sparse functional; fast covariance; covariance estimation; estimation sparse ... See more keywords
Sparse Bayesian time-varying covariance estimation in many dimensions
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DOI: 10.1016/j.jeconom.2018.11.007
Abstract: Dynamic covariance estimation for multivariate time series suffers from the curse of dimensionality. This renders parsimonious estimation methods essential for conducting reliable statistical inference. In this paper, the issue is addressed by modeling the underlying… read more here.
Keywords: estimation; time varying; covariance estimation; time ... See more keywords
Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
Sign Up to like & getrecommendations! Published in 2018 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2018.1429275
Abstract: ABSTRACT It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing… read more here.
Keywords: dependence; covariance estimation; matrix variate; mean covariance ... See more keywords
Spatial Covariance Estimation for Millimeter Wave Hybrid Systems Using Out-of-Band Information
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Wireless Communications"
DOI: 10.1109/twc.2019.2932404
Abstract: In high mobility applications of millimeter wave (mmWave) communications, e.g., vehicle-to-everything communication and next-generation cellular communication, frequent link configuration can be a source of significant overhead. We use the sub-6 GHz channel covariance as an… read more here.
Keywords: covariance estimation; covariance; band; millimeter wave ... See more keywords
Threshold selection for covariance estimation.
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DOI: 10.1111/biom.13048
Abstract: Thresholding is a regularization method commonly used for covariance estimation, which provides consistent estimators if the population covariance satisfies certain sparsity condition (Bickel and Levina, 2008a; Cai and Liu, 2011). However, the performance of the… read more here.
Keywords: threshold level; covariance estimation; selection covariance; threshold selection ... See more keywords