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A Minimax Probability Machine for Nondecomposable Performance Measures 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2021, 页码: 13
Authors:  Luo, Junru;  Qiao, Hong;  Zhang, Bo
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Measurement  Task analysis  Covariance matrices  Support vector machines  Prediction algorithms  Minimization  Kernel  Imbalanced classification  minimax probability machine  nondecomposable performance measures  
Stability of the distributed Kalman filter using general random coefficients 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2021, 卷号: 64, 期号: 7, 页码: 14
Authors:  Gan, Die;  Xie, Siyu;  Liu, Zhixin
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distributed Kalman filter  collective random observability  L-p-stable  L-p-exponentially stable  state estimation  
Model averaging estimation for high-dimensional covariance matrices with a network structure 期刊论文
ECONOMETRICS JOURNAL, 2021, 卷号: 24, 期号: 1, 页码: 177-197
Authors:  Zhu, Rong;  Zhang, Xinyu;  Ma, Yanyuan;  Zou, Guohua
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asymptotic optimality  consistency  covariance regression network model  Mallows criterion  model averaging  
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:89/0  |  Submit date:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
Distributed Kalman Filters With State Equality Constraints: Time-Based and Event-Triggered Communications 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 1, 页码: 28-43
Authors:  He, Xingkang;  Hu, Chen;  Hong, Yiguang;  Shi, Ling;  Fang, Hai-Tao
Favorite  |  View/Download:108/0  |  Submit date:2020/05/24
Kalman filters  Observability  Covariance matrices  STEM  Protocols  State estimation  Collective observability  communication rate  consistency  distributed kalman filter  event-triggered  multiagent systems  state equality constraint (SEC)  
Geometric Distance Between Positive Definite Matrices of Different Dimensions 期刊论文
IEEE TRANSACTIONS ON INFORMATION THEORY, 2019, 卷号: 65, 期号: 9, 页码: 5401-5405
Authors:  Lim, Lek-Heng;  Sepulchre, Rodolphe;  Ye, Ke
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Riemannian manifold  geodesic distance  positive definite matrices  covariance matrices  ellipsoids  
A New Algorithm for Optimizing TV-Based PolSAR Despeckling Model 期刊论文
IEEE SIGNAL PROCESSING LETTERS, 2016, 卷号: 23, 期号: 10, 页码: 1409-1413
Authors:  Nie, Xiangli;  Zhang, Bo;  Chen, Yunjin;  Qiao, Hong
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Nonconvex optimization  polarimetric synthetic aperture radar (PolSAR)  variational method  
The focused information criterion for varying-coefficient partially linear measurement error models 期刊论文
STATISTICAL PAPERS, 2016, 卷号: 57, 期号: 1, 页码: 99-113
Authors:  Wang, Hai Ying;  Chen, Xinjie;  Flournoy, Nancy
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Focused information criterion  Measurement errors  Model averaging  Model selection  Semi-parametric models  
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2015, 卷号: 110, 期号: 510, 页码: 784-794
Authors:  Zhu, Ke;  Ling, Shiqing
Favorite  |  View/Download:75/0  |  Submit date:2018/07/30
ARMA(p, q) models  Asymptotic normality  G/ARCH noises  Heavy-tailed noises  LADE  Random weighting approach  Self-weighted LADE  Sign-based portmanteau test  Strong consistency  
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 5, 页码: 1061-1072
Authors:  Wu, Xiaoyong;  Zou, Guohua;  Li, Yingfu
Favorite  |  View/Download:63/0  |  Submit date:2018/07/30
Generalized growth curve model  UMVNNQUE