Low-Rank Covariance Matrix Estimation for Factor Analysis in Anisotropic Noise: Application to Array Processing and Portfolio Selection
Author:
Affiliation:
1. Division of Systems and Control, Department of Information Technology, Uppsala University, Uppsala, Sweden
2. Centre for Applied Research in Electronics, Indian Institute of Technology, Delhi, India
Funder
Vetenskapsrådet
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Electrical and Electronic Engineering,Signal Processing
Link
http://xplorestaging.ieee.org/ielx7/78/10040758/10115494.pdf?arnumber=10115494
Reference27 articles.
1. On nonexistence of the maximum likelihood estimate in blind multichannel identification
2. Maximum-likelihood direction-of-arrival estimation in the presence of unknown nonuniform noise
3. Some contributions to maximum likelihood factor analysis
4. Statistical analysis of factor models of high dimension
5. Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A Bayesian Deep Unfolded Network for the Off-Grid Direction-of-Arrival Estimation via a Minimum Hole Array;Electronics;2024-05-30
2. Large Covariance Matrix Estimation Based on Factor Models via Nonconvex Optimization;ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP);2024-04-14
3. Coordinate Descent Method for AVS Linear Array DOA Estimation in Non-Uniform Noise;IEEE Sensors Journal;2024-04-01
4. Two New Algorithms for Maximum Likelihood Estimation of Sparse Covariance Matrices With Applications to Graphical Modeling;IEEE Transactions on Signal Processing;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3