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GitHub3y
Calculate the diagonals of a matrix - GitHub
Calculate the diagonals of a matrix. Contribute to mvdarend/MatrixDiagonals development by creating an account on GitHub.
University of Waterloo2y
Computational complexity of decomposing a symmetric matrix as a sum of positive semidefinite and diagonal matrices | Stephen A. Vavasis - University of Waterloo
We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and ...
University of Waterloo4y
High-dimensional covariance matrix estimation using a low-rank and diagonal decomposition | M. Zhu - University of Waterloo
Wu, Y., Qin, Y. & Zhu, M., 2020. High-dimensional covariance matrix estimation using a low-rank and diagonal decomposition.Canadian Journal of Statistics, 48, pp.308 ...
IEEE1mon
On the Diagonal Distribution of a Complex Wishart Matrix and its Application to the Analysis of MIMO Systems
The statistical properties of Wishart matrices have been extensively used to analyze the performance of multiple-input multiple-output (MIMO) systems. In particular, the signal-to-noise ratio (SNR) ...
IEEE16y
Distribution of the diagonal of a 3 × 3 complex non-central Wishart matrix - IEEE Xplore
This paper derives the joint density of the diagonal elements of a 3 times 3 complex non-central Wishart matrix. This distribution arises in a number of applications including synthetic aperture radar ...
International Monetary Fund1y
High-Dimensional Covariance Matrix Estimation: Shrinkage Toward a Diagonal Target
This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...