论文检索

矩阵值数据的核心收缩协方差估计AI 解读

Abstract A separable covariance model can describe the among-row and among-column correlations of a random matrix and permits likelihood-based inference with a very small sample size. However, if the assumption of separability is not met, data analysis with a separable model may misrepresent important dependence patterns in the data. As a compromise between separable and unstructured covariance estimation, we decompose a covariance matrix into a separable component and a…

Fréchet 均值的 Stein 效应AI 解读

The Fréchet mean is a useful description of location for a probability distribution on a metric space that is not necessarily a vector space. This article considers simultaneous estimation of multiple Fréchet means from a decision-theoretic perspective, and in particular, the extent to which the unbiased estimator of a Fréchet mean can be dominated by a generalization of the James–Stein shrinkage estimator. It is shown that if the metric space satisfies a nonpositive…