Concept

Wishart distribution

Related publications (40)

RANDOMIZED JOINT DIAGONALIZATION OF SYMMETRIC

Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD) for performing t ...

Philadelphia2024

Seebeck Coefficient of Ionic Conductors from Bayesian Regression Analysis

We propose a novel approach to evaluating the ionic Seebeck coefficient in electrolytes from relatively short equilibrium molecular dynamics simulations, based on the Green-Kubo theory of linear response and Bayesian regression analysis. By exploiting the ...

Amer Chemical Soc2024

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

Daniel Kuhn, Yves Rychener, Viet Anh Nguyen

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either chosen heuristically ...

2024

Linear-Covariance Loss for End-to-End Learning of 6D Pose Estimation

Mathieu Salzmann, Yinlin Hu, Fulin Liu

Most modern image-based 6D object pose estimation methods learn to predict 2D-3D correspondences, from which the pose can be obtained using a PnP solver. Because of the non-differentiable nature of common PnP solvers, these methods are supervised via the i ...

Ieee Computer Soc2023

Validation of semi-analytical, semi-empirical covariance matrices for two-point correlation function for early DESI data

Cheng Zhao

We present an extended validation of semi-analytical, semi-empirical covariance matrices for the two-point correlation function (2PCF) on simulated catalogs representative of luminous red galaxies (LRGs) data collected during the initial 2 months of operat ...

OXFORD UNIV PRESS2023

Covariance matrices for variance-suppressed simulations

Cheng Zhao

Cosmological N-body simulations provide numerical predictions of the structure of the Universe against which to compare data from ongoing and future surveys, but the growing volume of the Universe mapped by surveys requires correspondingly lower statistica ...

OXFORD UNIV PRESS2022

CovNet: Covariance networks for functional data on multidimensional domains

Victor Panaretos, Soham Sarkar

Covariance estimation is ubiquitous in functional data analysis. Yet, the case of functional observations over multidimensional domains introduces computational and statistical challenges, rendering the standard methods effectively inapplicable. To address ...

WILEY2022

Assessment of representativity of the PETALE experiments for validation of Swiss LWRs ex-core dosimetry calculations

Andreas Pautz, Vincent Pierre Lamirand, Hakim Ferroukhi, Dimitri Rochman, Axel Guy Marie Laureau, Alexander Vasiliev

The international experimental program PETALE will be carried out at the CROCUS research reactor of EPFL. The program aims at measuring neutron penetration in slabs made of materials composing typical LWR reactor pressure vessel. The measurements will be u ...

E D P SCIENCES2020

Inference on the Angular Distribution of Extremes

Claudio Andri Semadeni

The spectral distribution plays a key role in the statistical modelling of multivariate extremes, as it defines the dependence structure of multivariate extreme-value distributions and characterizes the limiting distribution of the relative sizes of the co ...

EPFL2020

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Alejandro Rivera

We derive a covariance formula for the class of 'topological events' of smooth Gaussian fields on manifolds; these are events that depend only on the topology of the level sets of the field, for example, (i) crossing events for level or excursion sets, (ii ...

INST MATHEMATICAL STATISTICS2020

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