Abstract: An Empirical Bayes formalization of the regularized covariance estimation problem is proposed for (possibly high-dimensional, low-sample) normal variates. A simple iteration is provided to ...

QuatIca was inspired by the pioneering work in quaternion linear algebra, particularly the QTFM (Quaternion Toolbox for MATLAB) developed by Stephen J. Sangwine and Nicolas Le Bihan. Their ...

Genomic best linear unbiased prediction (GBLUP) is a key method in genomic prediction, relying on the construction of a genomic relationship matrix (G-matrix). Although various methods for G-matrix ...

Abstract: This paper addresses the estimation of large-dimensional covariance matrices under both normal and nonnormal distributions. The shrinkage estimators are constructed by convexly combining the ...

Department of Chemistry, Graduate School of Science, Kyoto University, Kitashirakawa Oiwake-cho, Sakyo-ku, Kyoto 606-8502, Japan ...

Conventional spectroscopic ellipsometry is a powerful tool in optical metrology. However, when it comes to the characterization of non-periodic nanostructures or structured fields that are much ...

ABSTRACT: Ky Fan maximum principle is a well-known observation about traces of certain hermitian matrices. In this note, we derive a powerful extension of this claim. The extension is achieved in ...

1 Université de Moncton, Moncton, Canada. 2 University of Science, Hochiminh City, Vietnam. 3 Ton Duc Thang University, Hochiminh City, Vietnam. The trace of a Wishart matrix, either central or ...