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04/17/2023
Sparse Positive-Definite Estimation for Large Covariance Matrices with Repeated Measurements
In many fields of biomedical sciences, it is common that random variable...
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04/01/2022
LoCoV: low dimension covariance voting algorithm for portfolio optimization
Minimum-variance portfolio optimizations rely on accurate covariance est...
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01/01/2022
Recover the spectrum of covariance matrix: a non-asymptotic iterative method
It is well known the sample covariance has a consistent bias in the spec...
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12/01/2021
Invariance principle of random projection for the norm
Johnson-Lindenstrauss guarantees certain topological structure is preser...
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06/10/2019
A cost-reducing partial labeling estimator in text classification problem
We propose a new approach to address the text classification problems wh...
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05/08/2019
Naive Bayes with Correlation Factor for Text Classification Problem
Naive Bayes estimator is widely used in text classification problems. Ho...
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04/25/2018