Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
Diagonalisation of a matrix is the process of reduction of a matrix to diagonal form. The process of reduction of a matrix to diagonal form is as follows: A square matrix of order n with n linearly ...
Abstract: Group Lasso is an efficient regularized least-square regression algorithm, and is now being used as a computationally feasible method to select grouped variables. In this paper, we address ...
This contains the optimization of single thread and multiple thread program of diagonal matrix multiplication. Single thread is optimization is done by making use of spatial locality of cache. In ...
Abstract Let A be an n × n Hermitian matrix and A = UΛUH be its spectral decomposition, where U is a unitary matrix of order n and Λ is a diagonal matrix. In this note we present the perturbation ...
This is a preview. Log in through your library . Journal Information Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well ...
Abstract: This letter introduces a new direction-of-arrival (DOA) estimation approach for mixed coherent and uncorrelated signals. The technique extracts cross-diagonal elements from the covariance ...
Matrix multiplication is at the heart of many machine learning breakthroughs, and it just got faster—twice. Last week, DeepMind announced it discovered a more efficient way to perform matrix ...
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