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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 ...
Deep heteroscedastic regression involves jointly optimizing the mean and covariance of the predicted distribution using the negative log-likelihood. However, recent works show that this may result in sub-optimal convergence due to the challenges associated ...
We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an Analysis of Vari ...
In the rapidly evolving landscape of machine learning research, neural networks stand out with their ever-expanding number of parameters and reliance on increasingly large datasets. The financial cost and computational resources required for the training p ...
Offshore wind farms (OWFs) with modular multilevel converter high-voltage dc (MMC-HVdc) have become an important form of renewable energy utilization. However, if a fault occurs at the tie line between the MMC and the OWF, the fault steady-state current at ...
In this thesis we study stability from several viewpoints. After covering the practical importance, the rich history and the ever-growing list of manifestations of stability, we study the following. (i) (Statistical identification of stable dynamical syste ...
We introduce robust principal component analysis from a data matrix in which the entries of its columns have been corrupted by permutations, termed Unlabeled Principal Component Analysis (UPCA). Using algebraic geometry, we establish that UPCA is a well-de ...
We present FITCOV an approach for accurate estimation of the covariance of two-point correlation functions that requires fewer mocks than the standard mock-based covariance. This can be achieved by dividing a set of mocks into jackknife regions and fitting ...
Air traffic noise emissions are responsible for a significant part of the overall environmental noise, especially in the vicinity of airports. Exposure to environmental noise is known to negatively impact health and to be associated with cardiovascular dis ...
Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...
