搜索结果: 1-2 共查到“统计预测理论 Adaptive”相关记录2条 . 查询时间(0.085 秒)
Sparse Inverse Covariance Estimation via an Adaptive Gradient-Based Method
Sparse Covariance Estimation Adaptive Gradient-Based Method
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2011/7/6
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphi...
Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis
Noise Hypothesis HAC Inference Automatic nonparametric tests Adaptive rate-optimality
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2011/7/5
A new test is proposed for the weak white noise null hypothesis. The test is based on an automatic choice of the order for a Box-Pierce or Hong test statistic.