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MSE bounds for estimators of matrix functions

Linear algebra and its applications, 2021-01, Vol.609, p.231-252

Skripka, Anna

2021

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Efficient Estimation of Linear Parameters from Correlated Node Measurements over Networks

IEEE signal processing letters, 2014-11, Vol.21 (11), p.1408-1412

2014

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Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility

Mathematics and financial economics, 2020-09, Vol.14 (4), p.699-724

2020

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Stochastic Vectors

Linear Regression, p.359-367

Groß, Jürgen

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Decentralized Parameter Estimation by Consensus Based Stochastic Approximation

IEEE transactions on automatic control, 2011-03, Vol.56 (3), p.531-543

2011

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LIMIT THEOREMS FOR EIGENVECTORS OF THE NORMALIZED LAPLACIAN FOR RANDOM GRAPHS

The Annals of statistics, 2018-10, Vol.46 (5), p.2360-2415

2018

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Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets

Journal of the American Statistical Association, 2008-12, Vol.103 (484), p.1545-1555

2008

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Variational Bayesian-Based Moving Horizon Estimation of Toolface for Rotary Steerable Drilling Tool Systems

IEEE transactions on industrial electronics (1982), 2023-01, Vol.70 (1), p.813-823

2023

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A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

Journal of computational physics, 2017-09, Vol.344, p.303-319

2017

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Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements

International journal of robust and nonlinear control, 2020-03, Vol.30 (5), p.2033-2058

2020

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A Novel Robust Point Cloud Fitting Algorithm Based on Nonlinear Gauss-Helmert Model

IEEE transactions on instrumentation and measurement, 2023, Vol.72, p.1-12

2023

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Linear-Cost Covariance Functions for Gaussian Random Fields

Journal of the American Statistical Association, 2023-01, Vol.118 (541), p.147-164

2023

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Multivariate output analysis for Markov chain Monte Carlo

Biometrika, 2019-06, Vol.106 (2), p.321-337

2019

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Multidimensional Gains for Stochastic Approximation

IEEE transaction on neural networks and learning systems, 2020-05, Vol.31 (5), p.1602-1615

2020

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Persuasion-Based Robust Sensor Design Against Attackers With Unknown Control Objectives

IEEE transactions on automatic control, 2021-10, Vol.66 (10), p.4589-4603

2021

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A Stochastic Model for Cascading Failures in Financial Networks

IEEE transactions on control of network systems, 2023-12, Vol.10 (4), p.1-12

2023

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Stochastic Optimal Control for Multivariable Dynamical Systems Using Expectation Maximization

IEEE transaction on neural networks and learning systems, 2023-09, Vol.34 (9), p.5268-5282

2023

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Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates

IEEE transactions on information theory, 2008-11, Vol.54 (11), p.5113-5129

Mestre, X.

2008

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A degeneracy in DRW modelling of AGN light curves

Monthly notices of the Royal Astronomical Society, 2016-07, Vol.459 (3), p.2787-2789

Kozlowski, Szymon

2016

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Moving Horizon Fault Estimation for Nonlinear Stochastic Systems With Unknown Noise Covariance Matrices

IEEE transactions on instrumentation and measurement, 2024, Vol.73, p.1-13

2024

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Random vibration of linear and nonlinear structural systems with singular matrices: A frequency domain approach

Journal of sound and vibration, 2017-09, Vol.404, p.84-101

2017

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Sample and Computationally Efficient Stochastic Kriging in High Dimensions

Operations research, 2024-03, Vol.72 (2), p.660-683

2024

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Dynamic Principal Component Analysis in High Dimensions

Journal of the American Statistical Association, 2024-01, Vol.119 (545), p.308-319

2024

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An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems

International journal of robust and nonlinear control, 2019-10, Vol.29 (15), p.5017-5037

2019

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Inference on the maximal rank of time-varying covariance matrices using high-frequency data

The Annals of statistics, 2023-04, Vol.51 (2), p.791

2023

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MSE bounds for estimators of matrix functions

Efficient Estimation of Linear Parameters from Correlated Node Measurements over Networks

Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility

Stochastic Vectors

Decentralized Parameter Estimation by Consensus Based Stochastic Approximation

LIMIT THEOREMS FOR EIGENVECTORS OF THE NORMALIZED LAPLACIAN FOR RANDOM GRAPHS

Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets

Variational Bayesian-Based Moving Horizon Estimation of Toolface for Rotary Steerable Drilling Tool Systems

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements

A Novel Robust Point Cloud Fitting Algorithm Based on Nonlinear Gauss-Helmert Model

Linear-Cost Covariance Functions for Gaussian Random Fields

Multivariate output analysis for Markov chain Monte Carlo

Multidimensional Gains for Stochastic Approximation

Persuasion-Based Robust Sensor Design Against Attackers With Unknown Control Objectives

A Stochastic Model for Cascading Failures in Financial Networks

Stochastic Optimal Control for Multivariable Dynamical Systems Using Expectation Maximization

Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates

A degeneracy in DRW modelling of AGN light curves

Moving Horizon Fault Estimation for Nonlinear Stochastic Systems With Unknown Noise Covariance Matrices

Random vibration of linear and nonlinear structural systems with singular matrices: A frequency domain approach

Sample and Computationally Efficient Stochastic Kriging in High Dimensions

Dynamic Principal Component Analysis in High Dimensions

An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems

Inference on the maximal rank of time-varying covariance matrices using high-frequency data

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