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Cramer-Rao-Induced Bounds for CANDECOMP/PARAFAC tensor decomposition
CANDECOMP/PARAFAC Cramer-Rao-Induced tensor decomposition Bounds
2012/11/22
This paper presents a Cramer-Rao lower bound (CRLB) on the variance of unbiased estimates of factor matrices in Canonical Polyadic (CP) or CANDECOMP/PARAFAC (CP) decompositions of a tensor from noisy ...
Adaptive estimation of covariance matrices via Cholesky decomposition
Covariance matrix banding Cholesky decomposition
2010/10/19
This paper studies the estimation of a large covariance matrix. We introduce a novel procedure called ChoSelect based on the Cholesky factor of the inverse covariance. This method uses a dimension red...
Decomposition of neuronal assembly activity via empirical de-Poissonization
asymptotics compound Poisson process empirical characteristic function higher-order interactions jump measure
2009/9/16
Consider a compound Poisson process with jump measure $nu$ supported by finitely many positive integers. We propose a method for estimating $nu$ from a single, equidistantly sampled trajectory and dev...