Matrix differential calculus with applications in statistics and econometrics
Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to psychology (62P15) Inequalities involving eigenvalues and eigenvectors (15A42) Theory of matrix inversion and generalized inverses (15A09) Miscellaneous inequalities involving matrices (15A45) Calculus of vector functions (26B12) Differential geometric aspects in vector and tensor analysis (53A45) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)
- Quantum-Dynamical Semigroups and the Church of the Larger Hilbert Space
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes
- Proximity-structured multivariate volatility models
- Hamiltonian systems for control reconstruction problems
- Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
- On the heterozygosity of an admixed population
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
- scientific article; zbMATH DE number 4041070 (Why is no real title available?)
- Semi-definite programming and quantum information
- Testing Simultaneous Diagonalizability
- A score test for detecting extreme values in a vector autoregressive model
- Constrained minimum variance and covariance steering based on affine disturbance feedback control parameterization
- The finite sample properties of sparse M-estimators with pseudo-observations
- The HcscK equations in symplectic coordinates
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
- Key-nodes selection problem for minimum cost control of directed networks
- Asymptotic properties of correlation-based principal component analysis
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
- Influence diagnostics in a vector autoregressive model
- The Laplace transform of the integrated Volterra Wishart process
- \(N\)-body oscillator interactions of higher-order coupling functions
- The Jacobian of the exponential function
- Correcting noisy dynamic mode decomposition with Kalman filters
- Variational inference at glacier scale
- Variational approach to construction of piecewise-constant approximations of the solution of dynamic reconstruction problem
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
- Generation matrix: an embeddable matrix representation for hierarchical trees
- A primal-dual algorithm for nonnegative N-th order CP tensor decomposition: application to fluorescence spectroscopy data analysis
- On strong duality in linear copositive programming
- Principal component analysis constrained by layered simple structures
- Hierarchical disjoint principal component analysis
- A Laplacian approach to \(\ell_1\)-norm minimization
- Matrix derivatives and Kronecker products for the core and generalized core inverses
- Multirange percolation on oriented trees: Critical curve and limit behavior
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables
- Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model
- Technical note -- On matrix exponential differentiation with application to weighted sum distributions
- A note on the connection between trek rules and separable nonlinear least squares in linear structural equation models
- On solving dynamic reconstruction problems with large number of controls
- Inference on the eigenvalues of the normalized precision matrix
- Empirical optimal transport under estimated costs: distributional limits and statistical applications
- Risk matters: breaking certainty equivalence in linear approximations
- Maximum softly-penalized likelihood for mixed effects logistic regression
- Assessing the estimation of nearly singular covariance matrices for modeling spatial variables
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- Covariance structure tests for multivariate \(t\)-distribution
- Reduced bias estimation of the log odds ratio
- On problem of best circle to discontinuous groups in hyperbolic plane
- High-order accuracy computation of coupling functions for strongly coupled oscillators
- The Inverse G‐Wishart distribution and variational message passing
- A chi-square type test for time-invariant fiber pathways of the brain
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics
- Tensor rank reduction via coordinate flows
- On the use of differentials in statistics
- scientific article; zbMATH DE number 3854215 (Why is no real title available?)
- Principal components analysis for mixtures with varying concentrations
- Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies
- The sparse dynamic factor model: a regularised quasi-maximum likelihood approach
- Betweenness centrality can inform stability and delay margin in a large-scale connected vehicle system
- Advanced Calculus with Applications in Statistics
- Shear-reduced seamless parametrization
- Matrix Calculus and Zero-One Matrices
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
- News-implied linkages and local dependency in the equity market
- Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
- A gentle introduction to matrix calculus
- Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
- A generalized Liouville's formula
- Posterior-based Wald-type statistics for hypothesis testing
- Novel iterative ensemble smoothers derived from a class of generalized cost functions
- New non-perturbative De Sitter vacua in \(\alpha '\)-complete cosmology
- On regularization of a variational approach to solving control reconstruction problems
- Exponential synchronization rate of proportional \(D\)-dimensional Kuramoto oscillators
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