Nonasymptotic Analysis of the Lawley–Hotelling Statistic for High-Dimensional Data
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DOI: 10.1007/s10958-021-05595-w
Abstract: We consider the General Linear Model (GLM) which includes multivariate analysis of variance (MANOVA) and multiple linear regression as special cases. In practice, there are several widely used criteria for GLM: Wilks’ lambda, Bartlett–Nanda–Pillai test,… read more here.
Keywords: lawley hotelling; nonasymptotic analysis; analysis; analysis lawley ... See more keywords
Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
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DOI: 10.3150/14-bej680
Abstract: Sequential and Quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these population… read more here.
Keywords: nonasymptotic analysis; monte carlo; particle; feynman kac ... See more keywords