[PDF] Top 20 Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
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Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
... stands for the median value. In other words, the shrinkage factor is chosen such that the resulting LR of R (β EL ) is comparable with that of R 0 ...effective in ... Voir le document complet
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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 1: The Over-Sampled Case
... value of the likelihood ratio which is very close to the median LR for the true scatter ...Since the latter is the target value for the EL ... Voir le document complet
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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 2: The Under-Sampled Case
... this likelihood ratio for under-sampled training conditions in the case of complex ACG distributed ...data. For Gaussian distributed data, the under-sampled ... Voir le document complet
12
Sub-pixel detection in hyperspectral imaging with elliptically contoured t-distributed background
... Recently in [10] we addressed sub-pixel detection using the re- placement model under a Gaussian background, and we derived the plain generalized likelihood ratio test (GLRT) by ... Voir le document complet
6
Robust covariance matrix estimation and portfolio allocation: the case of non-homogeneous assets
... how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimization ...on the case of the ... Voir le document complet
7
Asymptotic law of likelihood ratio for multilayer perceptron models.
... noise. The data are assumed to be generated by a true MLP model and the estimation of the parameters of the MLP is done by maximizing the likelihood ... Voir le document complet
20
Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions
... computing the Wasserstein distance is expensive as it requires to minimize a cost function taking the form of an integral over the space of probability ...proposed, the latter is ... Voir le document complet
7
Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models
... mean, the variance and the autoregressive structure of a time series can be made dependent upon a state or regime, the realization of which is governed by a discrete- time, ... Voir le document complet
41
Video Covariance Matrix Logarithm for Human Action Recognition in Videos
... over the whole video volume cropped by the people localization ...results. In real world videos, it is very difficult to obtain the precise localization of people in every video ... Voir le document complet
9
Recursive Estimation of State-Space Noise Covariance Matrix by Approximate Variational Bayes
... P. J. Brockwell, R. A. Davis, and S. E. Fienberg. Time series: theory and methods: theory and methods. Springer Science & Business Media, 1991. J. Durbin and S. J. Koopman. Time series analysis by state space ... Voir le document complet
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Joint Estimation of Location and Scatter in Complex Elliptical Distributions: A robust semiparametric and computationally efficient R-estimator of the shape matrix
... 4.2 The Semiparametric Cram´er-Rao Bound (SCRB) A robust estimator is said to be semiparametric efficient if its Mean Square Error (MSE) achieves the Semiparametric Cram´er-Rao Bound (SCRB) [1] as ... Voir le document complet
25
On the Cramer Rao bound and maximum likelihood in passive time delay estimation for complex signals
... circular. For real-valued x j (t), a well known theorem of statistics [7, ...to the delay τ 0 plus the correlation time of signal ... Voir le document complet
5
Knowledge-aided covariance matrix estimation and adaptive detection in compound-Gaussian noise
... embedded in colored noise modeled in terms of a com- pound-Gaussian ...process. The covariance matrices of the primary and the secondary data share a common ... Voir le document complet
7
Off-design considerations through the properties of some pressure-ratio line of radial inflow turbines
... under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly ...machines in an important ... Voir le document complet
8
Consistency of likelihood estimation for Gibbs point processes
... [5]. The present work is concerned with the basic question of ...consistency. The latter is con- jectured to hold in a very general setting but no proof were so far available in ... Voir le document complet
32
Likelihood Ratio Testing under Measurement Errors
... ignore the presence of measurement errors and perform the original test, the probability of type I error becomes different from the nominal value, but the test is still ... Voir le document complet
10
Estimation of threshold distributions for market participation
... maximum likelihood esti- mation (MLE) method to reveal the underlying parameters characterizing threshold distribu- ...on the agent’s decision outcome and a critical variable called the ... Voir le document complet
62
Algebraic methods for the solution of some linear matrix equations
... In section 3 we consider equation (1.1) over a field F in great generality and prove the Main Theorem. In section 4 we deal with the equation PA + BP = Q and the Lyapunov E[r] ... Voir le document complet
33
Improved Estimation of the Distance between Covariance Matrices
... . In [7], we show that this is in general only possible if c 2 < 1 (c 1 < 1 is mandatory for the existence of µ p ...APPLICATION: THE FISHER DISTANCE Theorem 1 requires to ... Voir le document complet
6
Generalized Likelihood Ratio Test for Modified Replacement Model in Hyperspectral Imaging Detection
... reason of a possible mismatch is linked to the unknown aspect angle when considering large targets, such as vehicles for ...when the aspect angles are known [15]. The consequence is a ... Voir le document complet
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