Nature

Positive Definite Matrices and Their Means

Positive definite matrices play a central role in mathematics, physics, statistics and engineering due to their unique properties and widespread applicability. These matrices, which are characterised ...
JSTOR Daily

HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES

A new class of large-sample covariance and spectral density matrix estimators is proposed based on the notion of flat-top kernels. The new estimators are shown to be higher-order accurate when ...
JSTOR Daily

ON HERMITIAN POSITIVE DEFINITE SOLUTIONS OF MATRIX EQUATION X - A*X⁻² A = I

This is a preview. Log in through your library . Abstract The Hermitian positive definite solutions of the matrix equation X — A*X⁻² A = I are studied. A theorem for existence of solutions is given ...
IEEE

Deterministic Equivalent of the Log-Euclidean Distance Between Sample Covariance Matrices

Abstract: Log-Euclidean distances are commonly used to quantify the similarity between positive definite matrices using geometric considerations. This paper analyzes the behavior of this distance when ...
IEEE

Linyang Wang

Covariance Matrix,Proximal Operator,Sample Covariance Matrix,Additive Decomposition,Matrix Factorization,Non-convex,Optimization Problem,Argument In The Proof,Artificial Intelligence ...