38 search results - page 3 / 8 » Condition Numbers of Gaussian Random Matrices |
ICASSP
2009
IEEE
14 years 2 months ago
2009
IEEE
We address covariance estimation under mean-squared loss in the Gaussian setting. Specifically, we consider shrinkage methods which are suitable for high dimensional problems wit...
MA
2010
Springer
13 years 6 months ago
2010
Springer
We consider two continuous-time Gaussian processes, one being partially correlated to a time-lagged version of the other. We first give the limiting spectral distribution for the ...
CORR
2008
Springer
13 years 8 months ago
2008
Springer
We study the information-theoretic limits of exactly recovering the support set of a sparse signal, using noisy projections defined by various classes of measurement matrices. Our ...
CORR
2008
Springer
13 years 8 months ago
2008
Springer
Abstract--This paper considers the noncooperative maximization of mutual information in the vector Gaussian interference channel in a fully distributed fashion via game theory. Thi...
MST
2006
13 years 7 months ago
2006
Motivated by problems of pattern statistics, we study the limit distribution of the random variable counting the number of occurrences of the symbol a in a word of length n chosen...