Dobriban, Edgar 2015. Efficient computation of limit spectra of sample covariance matrices. Random Matrices: Theory and Applications, Vol. 04, Issue. 04, p. 1550019.
This limitation primarily arises from the extensive number of steps required in the reverse process and the fixed or variably learned covariance settings, which don’t adequately optimize output ...
This valuable study investigates how the neural representation of individual finger movements changes during the early period of sequence learning. By combining a new method for extracting features ...
We extracted structural covariance networks from the log Jacobian determinants of 435 in utero T2 weighted image magnetic resonance imaging scans, (n=67 controls, 368 with CHD) acquired during the ...
Abstract: Covariance matrices have found applications in many diverse areas. These include beamforming in array processing; portfolio analysis in finance; classification of data and the handling of ...
We propose a nonparametric method for automatically selecting the number of autocovariances to use in computing a heteroskedasticity and autocorrelation consistent ...