Estimation of covariance matrices

Results: 56



#Item
21Covariance / Los Alamos National Laboratory / Estimation of covariance matrices / Nuclear data / Nuclear fuel cycle / Santa Fe /  New Mexico / New Mexico / Nuclear technology / Nuclear physics

International Workshop on Nuclear Data Covariances April 28 – May 1, 2014 Santa Fe, New Mexico, USA First Circular This is the first announcement of the “International Workshop on Nuclear Data Covariances”

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Source URL: t2.lanl.gov

Language: English - Date: 2015-01-23 15:12:01
22Econometrics / Matrices / Linear algebra / Time series analysis / Vector autoregression / Multivariate normal distribution / Covariance matrix / Normal distribution / Matrix / Statistics / Algebra / Multivariate statistics

Identification and estimation of non-Gaussian structural vector autoregressions Markku Lanne, Mika Meitz and Pentti Saikkonen CREATES Research PaperDepartment of Economics and Business

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Source URL: pure.au.dk

Language: English - Date: 2015-04-13 04:15:00
23Estimation theory / Data analysis / Singular value decomposition / Matrices / Principal component analysis / Least squares / Covariance matrix / Orthogonal matrix / Maximum likelihood / Statistics / Algebra / Regression analysis

1 lostr.tex, [removed]COMMENTARY ON TWO ARTICLES BY C. A. LOS  E. T. Jaynes Wayman Crow Professor of Physics

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Source URL: bayes.wustl.edu

Language: English - Date: 2010-12-21 17:21:34
24Statistical inference / Data analysis / Matrices / Summary statistics / Estimator / Eigenvalues and eigenvectors / Covariance matrix / Sample mean and sample covariance / Variance / Statistics / Algebra / Estimation theory

Ann Inst Stat Math[removed]:359–373 DOI[removed]s10463[removed]On generalized expectation-based estimation of a population spectral distribution from high-dimensional data

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Source URL: www.ism.ac.jp

Language: English - Date: 2015-03-19 01:33:54
25Estimation theory / Statistical inference / Econometrics / Multivariate normal distribution / Covariance matrix / Covariance / Estimator / Variance / Estimation of covariance matrices / Statistics / Data analysis / Covariance and correlation

Ann Inst Stat Math[removed]:211–227 DOI[removed]s10463[removed]z An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions

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Source URL: www.ism.ac.jp

Language: English - Date: 2015-03-19 01:33:53
26Signal processing / Kernel density estimation / Kernel / Normal distribution / Estimation of covariance matrices / Variance / Statistics / Non-parametric statistics / Estimation theory

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation Author(s): Donald W. K. Andrews Reviewed work(s): Source: Econometrica, Vol. 59, No. 3 (May, 1991), pp[removed]Published by: The Econometric

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 22:25:17
27Normal distribution / Expectation–maximization algorithm / Estimator / Likelihood function / M-estimator / Estimation of covariance matrices / Statistics / Estimation theory / Maximum likelihood

CS 294-2, Grouping and Recognition (Prof. Jitendra Malik) Aug 30, 1999 Lecture #3 (Maximum likelihood framework) DRAFT Notes by Joshua Levy 

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Source URL: www.eecs.berkeley.edu

Language: English - Date: 2003-07-25 14:52:15
28Linear algebra / Matrices / Covariance and correlation / Projective geometry / Perspective projection / Covariance / Homogeneous coordinates / Rotation matrix / Rank / Geometry / Algebra / Mathematics

In: Paparoditis N., Pierrot-Deseilligny M., Mallet C., Tournaire O. (Eds), IAPRS, Vol. XXXVIII, Part 3A – Saint-Mandé, France, September 1-3, 2010 OPTIMAL VANISHING POINT DETECTION AND ROTATION ESTIMATION OF SINGLE I

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Source URL: www.isprs.org

Language: English - Date: 2012-10-18 14:35:47
29Regression analysis / Covariance and correlation / Statistical theory / Multivariate normal distribution / Covariance / Maximum likelihood / Normal distribution / Linear regression / Variance / Statistics / Estimation theory / Data analysis

Elementary Estimators for Sparse Covariance Matrices and other Structured Moments Eunho Yang Department of Computer Science, The University of Texas, Austin, TX 78712, USA EUNHO @ CS . UTEXAS . EDU

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Source URL: www.cs.utexas.edu

Language: English - Date: 2014-05-12 15:27:32
30Matrix theory / Covariance and correlation / Data analysis / Matrices / Matrix / Multivariate normal distribution / Covariance matrix / Eigenvalues and eigenvectors / Covariance / Algebra / Linear algebra / Mathematics

Large Scale Distributed Sparse Precision Estimation Huahua Wang, Arindam Banerjee Dept. of Computer Science & Engg, University of Minnesota, Twin Cities {huwang,banerjee}@cs.umn.edu Cho-Jui Hsieh, Pradeep Ravikumar, Ind

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Source URL: www.cs.utexas.edu

Language: English - Date: 2013-11-11 22:32:08
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