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We present a method for calculating first-order response properties in phaseless auxiliary field quantum Monte Carlo by applying automatic differentiation (AD). Biases and statistical efficiency of the resulting estimators are discussed. Our approach demonstrates that AD enables the calculation of reduced density matrices with the same computational cost scaling per sample as energy calculations, accompanied by a cost prefactor of less than four in our numerical calculations. We investigate the role of self-consistency and trial orbital choice in property calculations. We find that orbitals obtained using density functional theory perform well for the dipole moments of selected molecules compared to those optimized self-consistently. [ABSTRACT FROM AUTHOR]

Statistical models with random intercepts and slopes (RIAS models) are commonly used to analyze longitudinal data. Fitting such models sometimes results in negative estimates of variance components or estimates on parameter space boundaries. This can be an unlucky chance occurrence, but can also occur because certain marginal distributions are mathematically identical to those from RIAS models with negative intercept and/or slope variance components and/or intercept‐slope correlations greater than one in magnitude. We term such parameters "pseudo‐variances" and "pseudo‐correlations," and the models "non‐regular." We use eigenvalue theory to explore how and when such non‐regular RIAS models arise, showing: (i) A small number of measurements, short follow‐up, and large residual variance increase the parameter space for which data (with a positive semidefinite marginal variance‐covariance matrix) are compatible with non‐regular RIAS models. (ii) Non‐regular RIAS models can arise from model misspecification, when non‐linearity in fixed effects is ignored or when random effects are omitted. (iii) A non‐regular RIAS model can sometimes be interpreted as a regular linear mixed model with one or more additional random effects, which may not be identifiable from the data. (iv) Particular parameterizations of non‐regular RIAS models have no generality for all possible numbers of measurements over time. Because of this lack of generality, we conclude that non‐regular RIAS models can only be regarded as plausible data‐generating mechanisms in some situations. Nevertheless, fitting a non‐regular RIAS model can be acceptable, allowing unbiased inference on fixed effects where commonly recommended alternatives such as dropping the random slope result in bias. [ABSTRACT FROM AUTHOR]

When INS/GNSS (inertial navigation system/global navigation satellite system) integrated system is applied, it will be affected by the insufficient number of visible satellites, and even the satellite signal will be lost completely. At this time, the positioning error of INS accumulates with time, and the navigation accuracy decreases rapidly. Therefore, in order to improve the performance of INS/GNSS integration during the satellite signals interruption, a novel learning algorithm for neural network has been presented and used for intelligence integrated system in this article. First of all, determine the input and output of neural network for intelligent integrated system and a nonlinear model for weighs updating during neural network learning has been established. Then, the neural network learning based on strong tracking and square root UKF (unscented Kalman filter) is proposed for iterations of the nonlinear model. In this algorithm, the square root of the state covariance matrix is used to replace the covariance matrix in the classical UKF to avoid the filter divergence caused by the negative definite state covariance matrix. Meanwhile, the strong tracking coefficient is introduced to adjust the filter gain in real-time and improve the tracking capability to mutation state. Finally, an improved calculation method of strong tracking coefficient is presented to reduce the computational complexity in this algorithm. The results of the simulation test and the field-positioning data show that the proposed learning algorithm could improve the calculation stability and robustness of neural network. Therefore, the error accumulation of INS/GNSS integration is effectively compensated, and then the positioning accuracy of INS/GNSS intelligence integrated system has been improved. [ABSTRACT FROM AUTHOR]

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. Algebraic properties of the asymptotic covariance matrix are studied as the intensity of the underlying homogeneous Poisson point process increases. This includes a systematic discussion of matrix properties like rank, definiteness, determinant, eigenspaces or decompositions of interest. For the formulation of the results a case distinction is necessary. In the three possible regimes the respective covariance matrix is of quite different nature which leads to different statements. Stochastic consequences for random geometric graphs are derived. [ABSTRACT FROM AUTHOR]

Correlation diagnosis in multivariate process quality management is an important and challenging issue. In this paper, a new diagnostic method based on quality component grouping is proposed. Firstly, three theorems describing the properties of the covariance matrix of multivariate process quality are established based on the statistical viewpoint of product quality, to prove the correlation decomposition theorem, which decomposes the correlation of all the quality components into a series of correlations of components pairs, and then by using the factor analysis method, all quality components are grouped in order to maximize the correlations in the same groups and minimize the ones between different groups. Finally, on the basis of correlations between different groups are ignored, T2 control charts of component pairs in the same groups are established to form the diagnostic model. Theoretical analysis and practice prove that for the multivariate process quality whose the correlations between different components vary considerably, the grouping technique enables the size of the correlation diagnostic model to be drastically reduced, thus allowing the proposed method can be used as a generalized theoretical model for the correlation diagnosis. [ABSTRACT FROM AUTHOR]

Simultaneous Localization and Mapping (SLAM) is applied to robots for accurate navigation. The stereo cameras are suitable for visual SLAM as they can give the depth of the visual landmarks and more precise estimations of the robot's pose. In this paper, we present a survey of SLAM methods, either Bayesian or bioinspired. Then we present a new method of SLAM, which we call stereo Extended Kalman Filter, improving the matching by computing the innovation matrices from the left and the right images. The landmarks are computed from Oriented FAST and Rotated BRIEF (ORB) features for detecting salient points and their descriptors. The covariance matrices of the state and the robot's map are reduced during the robot's motion. Experiments are done on the raw images of the Kitti dataset. [ABSTRACT FROM AUTHOR]

This study investigates the problem of distributed state estimation. A distributed Kalman filter algorithm is proposed, in which sensors exchange their innovations. A detailed analysis is conducted for the case of two sensor networks, demonstrating that the proposed algorithm outperforms the case where each sensor runs a conventional Kalman filter without communication. The upper bounds of error covariance matrices are also derived in the case of packet loss. Numerical examples verify the effectiveness of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Empirical evidence suggests that for a variety of overparameterized nonlinear models, most notably in neural network training, the growth of the loss around a minimizer strongly impacts its performance. Flat minima—those around which the loss grows slowly—appear to generalize well. This work takes a step towards understanding this phenomenon by focusing on the simplest class of overparameterized nonlinear models: those arising in low-rank matrix recovery. We analyse overparameterized matrix and bilinear sensing, robust principal component analysis, covariance matrix estimation and single hidden layer neural networks with quadratic activation functions. In all cases, we show that flat minima, measured by the trace of the Hessian, exactly recover the ground truth under standard statistical assumptions. For matrix completion, we establish weak recovery, although empirical evidence suggests exact recovery holds here as well. We complete the paper with synthetic experiments that illustrate our findings. [ABSTRACT FROM AUTHOR]

In 1934, the American statistician Samuel S. Wilks derived remarkable formulas for the joint moments of embedded principal minors of sample covariance matrices in multivariate Gaussian populations, and he used them to compute the moments of sample statistics in various applications related to multivariate linear regression. These important but little‐known moment results were extended in 1963 by the Australian statistician A. Graham Constantine using Bartlett's decomposition. In this note, a new proof of Wilks' results is derived using the concept of iterated Schur complements, thereby bypassing Bartlett's decomposition. Furthermore, Wilks' open problem of evaluating joint moments of disjoint principal minors of Wishart random matrices is related to the Gaussian product inequality conjecture. [ABSTRACT FROM AUTHOR]

This paper explores testing the equality of two covariance matrices under high‐dimensional settings. Existing test statistics are usually constructed based on the squared Frobenius norm or the elementwise maximum norm. However, the former may experience power loss when handling sparse alternatives, while the latter may have a poor performance against dense alternatives. In this paper, with a novel framework, we introduce a double verification test statistic designed to be powerful against both dense and sparse alternatives. Additionally, we propose an adaptive weight test statistic to enhance power. Furthermore, we present an analysis of the asymptotic size and power of the proposed test. Simulation results demonstrate the satisfactory performance of our proposed method. [ABSTRACT FROM AUTHOR]

With hyperspectral instruments measuring radiation emitted by Earth and its atmosphere in the thermal infrared range in multiple channels, several studies were made to select a subset of channels in order to reduce the number of channels to be used in a data assimilation system. An optimal selection of channels based on the information content depends on several factors related to observation and background error statistics and the assimilation system itself. An optimal channel selection for the Cross-track Infrared Sounder (CrIS) was obtained and then compared to selections made for different NWP systems. For instance, the channel selection of Carminati has 224 channels also present in our optimal selection, which includes 455 channels. However, in terms of analysis error variance, the difference between the two selections is small. Integrated over the whole profile, the relative difference is equal to 15.3% and 4.5% for temperature and humidity, respectively. Also, different observation error covariance matrices were considered to evaluate the impact of this matrix on channel selection. Even though the channels selected optimally were different in terms of which channels were selected for the various R matrices, the results in terms of analysis error are similar. Significance Statement: Satellites measure radiation from Earth and its atmosphere in the thermal infrared. Those radiance data contain thousands of measurements, called channels, and thus, a selection needs to be done retaining most of the information content since the large number of individual pieces of information is not usable for numerical weather prediction systems. The goal of this paper is to find an optimal selection for the instrument CrIS and to compare this selection with selections made for different numerical weather prediction systems. It was found that even though the channels selected optimally were different in terms of which channels were selected compared to other selections, the results in terms of precision of the analysis are similar and the results in terms of analysis error are similar due to the nature of hyperspectral instruments, which have multiple Jacobians overlapping. [ABSTRACT FROM AUTHOR]

S-parameters are widely used to detail the scattering parameters of radio frequency (RF) components and microwave circuit modules. The vector network analyzer (VNA) is the most commonly used device for measuring S-parameters. Given the multiple frequency points, complex values, and intricate uncertainty propagation involved, accurately assessing the uncertainty of S-parameter measurements is difficult. In this study, we proposed a new method for assessing S-parameter uncertainty based on the covariance matrices, tracing back to the nominal uncertainty of calibration standards. First, we analyzed the relevant theory of uncertainty assessment using covariance matrices and subsequently deduced the mechanism of Type B uncertainty propagating from calibration standards to error model coefficients and S-parameter measurements to evaluate Type B measurement uncertainty. In this study, a novel measurement system was constructed for measuring grounded coplanar waveguides by using a VNA and calibration standards with 8- and 12-error models. Initially, the model assessed the Type B uncertainty of measuring four S-parameters of a grounded coplanar waveguide. Next, the VNA calibrated with the 12-error model was used to conduct multiple repeated measurements to assess the Type A uncertainty of the grounded coplanar waveguide. Finally, the composite uncertainty was constructed, which demonstrated that the proposed method can be used for assessing the uncertainty of S-parameters. [ABSTRACT FROM AUTHOR]

The breeder's equation, Δ z ¯ = G β   ⁠ , allows us to understand how genetics (the genetic covariance matrix, G) and the vector of linear selection gradients β interact to generate evolutionary trajectories. Estimation of β using multiple regression of trait values on relative fitness revolutionized the way we study selection in laboratory and wild populations. However, multicollinearity, or correlation of predictors, can lead to very high variances of and covariances between elements of β , posing a challenge for the interpretation of the parameter estimates. This is particularly relevant in the era of big data, where the number of predictors may approach or exceed the number of observations. A common approach to multicollinear predictors is to discard some of them, thereby losing any information that might be gained from those traits. Using simulations, we show how, on the one hand, multicollinearity can result in inaccurate estimates of selection, and, on the other, how the removal of correlated phenotypes from the analyses can provide a misguided view of the targets of selection. We show that regularized regression, which places data-validated constraints on the magnitudes of individual elements of β , can produce more accurate estimates of the total strength and direction of multivariate selection in the presence of multicollinearity and limited data, and often has little cost when multicollinearity is low. We also compare standard and regularized regression estimates of selection in a reanalysis of three published case studies, showing that regularized regression can improve fitness predictions in independent data. Our results suggest that regularized regression is a valuable tool that can be used as an important complement to traditional least-squares estimates of selection. In some cases, its use can lead to improved predictions of individual fitness, and improved estimates of the total strength and direction of multivariate selection. [ABSTRACT FROM AUTHOR]

Summary: Semi‐supervised learning is being extensively applied to estimate classifiers from training data in which not all the labels of the feature vectors are available. We present gmmsslm, an R package for estimating the Bayes' classifier from such partially classified data in the case where the feature vector has a multivariate Gaussian (normal) distribution in each of the pre‐defined classes. Our package implements a recently proposed Gaussian mixture modelling framework that incorporates a missingness mechanism for the missing labels in which the probability of a missing label is represented via a logistic model with covariates that depend on the entropy of the feature vector. Under this framework, it has been shown that the accuracy of the Bayes' classifier formed from the Gaussian mixture model fitted to the partially classified training data can even have lower error rate than if it were estimated from the sample completely classified. This result was established in the particular case of two Gaussian classes with a common covariance matrix. Here we focus on the effective implementation of an algorithm for multiple Gaussian classes with arbitrary covariance matrices. A strategy for initialising the algorithm is discussed and illustrated. The new package is demonstrated on some real data. [ABSTRACT FROM AUTHOR]

Summary: Microbiome data typically lie in a high‐dimensional simplex. One of the key questions in metagenomic analysis is to exploit the covariance structure for this kind of data. In this paper, a framework called approximate‐estimate‐threshold (AET) is developed for the robust basis covariance estimation for high‐dimensional microbiome data. To be specific, we first construct a proxy matrix Γ$$ \boldsymbol{\Gamma} $$, which is almost indistinguishable from the real basis covariance matrix ∑$$ \boldsymbol{\Sigma} $$. Then, any estimator Γ^$$ \hat{\boldsymbol{\Gamma}} $$ satisfying some conditions can be used to estimate Γ$$ \boldsymbol{\Gamma} $$. Finally, we impose a thresholding step on Γ^$$ \hat{\boldsymbol{\Gamma}} $$ to obtain the final estimator ∑^$$ \hat{\boldsymbol{\Sigma}} $$. In particular, this paper applies a Huber‐type estimator Γ^$$ \hat{\boldsymbol{\Gamma}} $$, and achieves robustness by only requiring the boundedness of 2+ϵ$$ \epsilon $$ moments for some ϵ∈(0,2]$$ \epsilon \in \left(0,2\right] $$. We derive the convergence rate of ∑^$$ \hat{\boldsymbol{\Sigma}} $$ under the spectral norm, and provide theoretical guarantees on support recovery. Extensive simulations and a real example are used to illustrate the empirical performance of our method. [ABSTRACT FROM AUTHOR]

Summary: This article considers the parameter identification problem for the finite impulse response system based on binary observations under denial of service attacks. First, in addition to designing the identification algorithm for the unknown parameter, and its convergence is verified, simultaneously obtaining the asymptotic normality. Then, based on the convergence speed of the identification algorithm and the covariance matrix of the estimation error, the optimal attack strategy problem is transformed into an optimization problem with constraints, then the optimal solution is given. Furthermore, a defense strategy with dual time‐scale input design method is proposed and its effectiveness is demonstrated. Finally, numerical simulations are applied to evidence the correctness of the raised method. [ABSTRACT FROM AUTHOR]

Sound source separation (SSS) is a fundamental problem in audio signal processing, aiming to recover individual audio sources from a given mixture. A promising approach is multichannel non-negative matrix factorization (MNMF), which employs a Gaussian probabilistic model encoding both magnitude correlations and phase differences between channels through spatial covariance matrices (SCM). In this work, we present a dedicated hardware architecture implemented on field programmable gate arrays (FPGAs) for efficient SSS using MNMF-based techniques. A novel decorrelation constraint is presented to facilitate the factorization of the SCM signal model, tailored to the challenges of multichannel source separation. The performance of this FPGA-based approach is comprehensively evaluated, taking advantage of the flexibility and computational capabilities of FPGAs to create an efficient real-time source separation framework. Our experimental results demonstrate consistent, high-quality results in terms of sound separation. [ABSTRACT FROM AUTHOR]

Evolution-based neural architecture search methods have shown promising results, but they require high computational resources because these methods involve training each candidate architecture from scratch and then evaluating its fitness, which results in long search time. Covariance Matrix Adaptation Evolution Strategy (CMA-ES) has shown promising results in tuning hyperparameters of neural networks but has not been used for neural architecture search. In this work, we propose a framework called CMANAS which applies the faster convergence property of CMA-ES to the deep neural architecture search problem. Instead of training each individual architecture separately, we used the accuracy of a trained one shot model (OSM) on the validation data as a prediction of the fitness of the architecture, resulting in reduced search time. We also used an architecture-fitness table (AF table) for keeping a record of the already evaluated architecture, thus further reducing the search time. The architectures are modeled using a normal distribution, which is updated using CMA-ES based on the fitness of the sampled population. Experimentally, CMANAS achieves better results than previous evolution-based methods while reducing the search time significantly. The effectiveness of CMANAS is shown on two different search spaces using four datasets: CIFAR-10, CIFAR-100, ImageNet, and ImageNet16-120. All the results show that CMANAS is a viable alternative to previous evolution-based methods and extends the application of CMA-ES to the deep neural architecture search field. [ABSTRACT FROM AUTHOR]

This paper is to investigate the spectral properties of separable covariance matrices under elliptical populations. The separable covariance matrix model can handle both cross-row and cross-column correlations thus gain more popularity recently. Under the high-dimensional setting where the dimension p and the sample size n tend to infinity proportionally, we find the limit of the empirical spectral distribution and establish the central limit theorems (CLT) for linear spectral statistics of such kinds of sample covariance matrices. Some applications of our established CLT are also given. [ABSTRACT FROM AUTHOR]

In this paper, we present a statistical approach to evaluate the relationship between variables observed in a two-factors experiment. We consider a three-level model with covariance structure Σ ⊗ Ψ 1 ⊗ Ψ 2 , where Σ is an arbitrary positive definite covariance matrix, and Ψ 1 and Ψ 2 are both correlation matrices with a compound symmetric structure corresponding to two different factors. The Rao's score test is used to test the hypotheses that observations grouped by one or two factors are uncorrelated. We analyze a fermentation process to illustrate the results. Supplementary materials accompanying this paper appear online. [ABSTRACT FROM AUTHOR]

Pocock and Simon's minimization method is a popular approach for covariate‐adaptive randomization in clinical trials. Valid statistical inference with data collected under the minimization method requires the knowledge of the limiting covariance matrix of within‐stratum imbalances, whose existence is only recently established. In this work, we propose a bootstrap‐based estimator for this limit and establish its consistency, in particular, by Le Cam's third lemma. As an application, we consider in simulation studies adjustments to existing robust tests for treatment effects with survival data by the proposed estimator. It shows that the adjusted tests achieve a size close to the nominal level, and unlike other designs, the robust tests without adjustment may have an asymptotic size inflation issue under the minimization method. [ABSTRACT FROM AUTHOR]

In this paper, we present an underdetermined estimation algorithm for two-dimensional (2-D) direction of arrival (DOA) based on three-parallel co-prime arrays. By exploiting the correlation among the received signals in both the time and spatial domains, a conjugate augmented spatial–temporal virtual array is constructed, which significantly increases the degrees of freedom (DOF) and expands the array aperture, effectively filling the holes within the physical array. By vectorizing the covariance matrix obtained from the spatial–temporal virtual array, we can transform the 2-D DOA estimation problem into a one-dimensional (1-D) sparse recovery problem. Thereafter, the excellent gridless methods: sparse and parametric approach (SPA) and the matrix pencil and pairing (MAPP), are adopted to efficiently resolve the 1-D sparse recovery problem, enabling the automatic pairing of the 2-D angles. And simulation results are provided to validate the enhanced accuracy of the proposed algorithm in comparison with other existing methods. [ABSTRACT FROM AUTHOR]

High‐breakdown‐point estimators of multivariate location and shape matrices, such as the MM‐estimator with smoothed hard rejection and the Rocke S‐estimator, are generally designed to have high efficiency for Gaussian data. However, many phenomena are non‐Gaussian, and these estimators can therefore have poor efficiency. This article proposes a new tunable S‐estimator, termed the Sq‐estimator, for the general class of symmetric elliptical distributions, a class containing many common families such as the multivariate Gaussian, t‐, Cauchy, Laplace, hyperbolic, and normal inverse Gaussian distributions. Across this class, the Sq‐estimator is shown to generally provide higher maximum efficiency than other leading high‐breakdown estimators while maintaining the maximum breakdown point. Furthermore, the Sq‐estimator is demonstrated to be distributionally robust, and its robustness to outliers is demonstrated to be on par with these leading estimators while also being more stable with respect to initial conditions. From a practical viewpoint, these properties make the Sq‐estimator broadly applicable for practitioners. These advantages are demonstrated with an example application—the minimum‐variance optimal allocation of financial portfolio investments. [ABSTRACT FROM AUTHOR]

Outlier detection is an important aspect of statistical process monitoring (SPM) because outliers affect the performance of control charts. SPM researchers study the negative impact of outliers on control charts for monitoring location parameters. However, there is little research on outlier detection in multivariate charts for monitoring process dispersion. This study aims to investigate the impact of outliers in multivariate control charts for monitoring covariance matrix of a process, and then to recommend techniques for detecting potential outliers present from Phase I samples. We propose a new multivariate dispersion chart that employs the determinant of logarithm of estimated covariance matrix as the monitoring statistic. Through Monte Carlo simulations, the results show how outliers from the first phase affect the overall performance of multivariate charts. The results also demonstrate that the minimum volume ellipsoid (MVE) estimator is effective in reducing the effect of outliers on the proposed control scheme than the other compared estimators. [ABSTRACT FROM AUTHOR]

Knowledge of remaining battery charge is fundamental to electric vehicle deployment. Accurate measurements of state-of-charge (SOC) cannot be obtained directly and estimation methods must be used instead. This requires both a good model of a battery and a well-designed state estimator. Here, hysteretic reduced-order battery models and adaptive extended Kalman filter estimators are shown to be highly effective, accurate predictors of SOC. A battery model parameterisation framework is proposed, which enhances standardised methods to capture hysteresis effects. The hysteretic model is parameterised for three independent NMC811 lithium-ion cells and is shown to reduce voltage RMS error by 50% across 18 h automotive drive-cycles. Parameterised models are used alongside an extended Kalman filter, which demonstrates the value of adaptive filter parameterisation schemes. When used alongside an extended Kalman filter, adaptive covariance matrices yield highly accurate SOC estimates, reducing SOC estimation error by 85%, compared to the industry standard battery model. [ABSTRACT FROM AUTHOR]

In the field of financial risk management, the accuracy of portfolio Value-at-Risk (VaR) forecasts is of critical importance to both practitioners and academics. This study pioneers a comprehensive evaluation of a univariate model that leverages high-frequency intraday data to improve portfolio VaR forecasts, providing a novel contrast to both univariate and multivariate models based on daily data. Existing research has used such high-frequency-based univariate models for index portfolios, it has not adequately studied their robustness for portfolios with diverse risk profiles, particularly under changing market conditions, such as during crises. Our research fills this gap by proposing a refined univariate long-memory realized volatility model that incorporates realized variance and covariance metrics, eliminating the necessity for a parametric covariance matrix. This model captures the long-run dependencies inherent in the volatility process and provides a flexible alternative that can be paired with appropriate return innovation distributions for VaR estimation. Empirical analyses show that our methodology significantly outperforms traditional univariate and multivariate Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) models in terms of forecasting accuracy while maintaining computational simplicity and ease of implementation. In particular, the inclusion of high-frequency data in univariate volatility models not only improves forecasting accuracy but also streamlines the complexity of portfolio risk assessment. This research extends the discourse between academic research and financial practice, highlighting the transformative impact of high-frequency data on risk management strategies within the financial sector. [ABSTRACT FROM AUTHOR]

Improved adaptive type-II progressive censoring schemes (IAT-II PCS) are increasingly being used to estimate parameters and reliability characteristics of lifetime distributions, leading to more accurate and reliable estimates. The logistic exponential distribution (LED), a flexible distribution with five hazard rate forms, is employed in several fields, including lifetime, financial, and environmental data. This research aims to enhance the accuracy and reliability estimation capabilities for the logistic exponential distribution under IAT-II PCS. By developing novel statistical inference methods, we can better understand the behavior of failure times, allow for more accurate decision-making, and improve the overall reliability of the model. In this research, we consider both classical and Bayesian techniques. The classical technique involves constructing maximum likelihood estimators of the model parameters and their asymptotic covariance matrix, followed by estimating the distribution's reliability using survival and hazard functions. The delta approach is used to create estimated confidence intervals for the model parameters. In the Bayesian technique, prior information about the LED parameters is used to estimate the posterior distribution of the parameters, which is derived using Bayes' theorem. The model's reliability is determined by computing the posterior predictive distribution of the survival or hazard functions. Extensive simulation studies and real-data applications assess the effectiveness of the proposed methods and evaluate their performance against existing methods. [ABSTRACT FROM AUTHOR]

Aiming at the problem that ultra-wide band (UWB) cannot be accurately localized in environments with large noise variations and unknown statistical properties, a combinatorial localization method based on improved cubature (CKF) is proposed. First, in order to overcome the problem of inaccurate local approximation or even the inability to converge due to the initial value not being set near the optimal solution in the process of solving the UWB position by the least-squares method, the Levenberg–Marquardt algorithm (L–M) is adopted to optimally solve the UWB position. Secondly, because UWB and IMU information are centrally fused, an adaptive factor is introduced to update the measurement noise covariance matrix in real time to update the observation noise, and the fading factor is added to suppress the filtering divergence to achieve an improvement for the traditional CKF algorithm. Finally, the performance of the proposed combined localization method is verified by field experiments in line-of-sight (LOS) and non-line-of-sight (NLOS) scenarios, respectively. The results show that the proposed method can maintain high localization accuracy in both LOS and NLOS scenarios. Compared with the Extended Kalman filter (EKF), unbiased Kalman filter (UKF), and CKF algorithms, the localization accuracies of the proposed method in NLOS scenarios are improved by 25.2%, 18.3%, and 11.3%, respectively. [ABSTRACT FROM AUTHOR]

The paper treats the modeling of stationary multivariate stochastic processes via frequency domain, and extends the notion of generalized autocovariance function, given by Proietti and Luati (2015) for univariate time series, to the multivariate setting. The generalized autocovariance matrices are defined for stationary multivariate stochastic processes as the Fourier transform of the power transformation of the spectral density matrix. Then we prove the consistency and derive the asymptotic distribution of frequency domain non-parametric estimators of the generalized autocovariance matrices, based on the power transformation of the periodogram matrix. Generalized autocovariance matrices are used to construct white noise hypothesis testing, to discriminate stochastic processes, and to introduce a generalized Yule–Walker estimator for the spectrum. A so-called λ–squared distance between two multivariate stochastic processes is also defined by using their generalized autocovariance matrices, and it serves for clustering time series and estimation by feature matching. Another use is in discriminant analysis. [ABSTRACT FROM AUTHOR]

The remove–compute–restore (RCR) approach is widely used in local quasi-geoid modeling. However, the classical RCR approach usually does not take into account the noise of the satellite-only global gravity field model (GGM), which may lead to a suboptimal result. This paper presents an approach for local quasi-geoid modeling based on spherical radial basis functions that combines local noisy datasets and a noisy satellite-only GGM. This approach includes an RCR procedure using a satellite-only GGM. This is a direct approach that takes the spherical harmonic coefficients of satellite-only GGM as a noisy dataset and includes the corresponding full-noise covariance matrix in the least-squares estimation, aiming to obtain a statistically optimal local quasi-geoid model. The direct approach goes beyond the indirect approach, which treats the height anomalies generated from the satellite-only GGM as a noisy dataset. However, the generated GGM height anomaly dataset is not an equivalent representation of the satellite-only GGM, which may result in the loss of information from the satellite-only GGM. Through mathematical deduction, we demonstrate the theoretical consistency between the direct approach and the indirect approach. The direct approach also has an advantage over the indirect approach in terms of computational complexity due to the simpler algorithm. We conducted a synthetic closed-loop test with a real data distribution in Colorado, and numerical results demonstrated the advantage of the direct approach in local quasi-geoid modeling. In terms of the root mean square of the differences between the predicted values and the true reference values, the direct approach provided an improvement of approximately 14% compared to the indirect approach. [ABSTRACT FROM AUTHOR]

Interseismic strain around southwest Japan can be attributed to slip phenomena on the plate interface and processes inside the continental plate, such as block motions and inland fault slips. Although many crustal deformation analyses have been carried out, the simultaneous estimation of these phenomena and comprehensive discussion regarding the effect on the total strain budget remain topics to be investigated. In this study, we conducted numerical experiment to evaluate the possibility of simultaneously monitoring the spatiotemporal evolution of interseismic fault slips and block motions based on state-space modeling. We aimed to estimate fault slips and block motions using the time series of dense continuous Global Navigation Satellite System sites covering southwest Japan, encompassing 25 years from 1996 onward. We calculated synthetic block motions of the forearc region, monotonically increasing back slips on block boundary faults, and long-term slow slip events in the Tokai region, Kii Channel, and Bungo Channel. Subsequently, we generated the expected synthetic displacement time-series at GNSS stations. Applying Kalman filtering, we successfully estimated the spatiotemporal evolution of block motions, cumulative back slips, multiple slow slip events occurring in different regions. Although the contributions of fault slips and block motions showed slight trade-off, main characteristics of the slip distributions and the direction of block motions were well-recovered. We recovered slow slip events with slips of 5–10 cm or larger. We investigated the estimation uncertainty and separation precision of the unknown parameters using the covariance matrix estimated by Kalman filtering. Focusing on the structure of the non-diagonal component of the covariance matrix, we evaluated the complex effects of site and subfault locations on the estimated slip spatial distribution bias. For instance, the extent of the correlation between subfaults suggested that the three slow slip regions have different tendency of the uncertainties of slip areas, extending toward landside, seaward, or both of them. Our framework enables the comprehensive evaluation of the contributions and uncertainties of various deformation sources covering the entire subduction zone. [ABSTRACT FROM AUTHOR]

With the help of the generalized Peres–Horodecki separability criterion (Simon's condition) for a bipartite Gaussian state, we have studied the separability of the noncommutative (NC) space coordinate degrees of freedom. Non-symplectic nature of the transformation between the usual commutative space and NC space restricts the straightforward use of Simon's condition in NCS. We have transformed the NCS system to an equivalent Hamiltonian in commutative space through the Bopp shift, which enables the utilization of the separability criterion. To make our study fairly general and to analyze the effect of parameters on the separability of bipartite state in NC-space, we have considered a bilinear Hamiltonian with time-dependent (TD) parameters, along with a TD external interaction, which is linear in field modes. The system is transformed (S p (4 , R)) into canonical form keeping the intrinsic symplectic structure intact. The solution of the TD-Schrödinger equation is obtained with the help of the Lewis–Riesenfeld invariant method (LRIM). Expectation values of the observables (thus the covariance matrix) are constructed from the states obtained from LRIM. It turns out that the existence of the NC parameters in the oscillator determines the separability of the states. In particular, for isotropic oscillators, the separability condition for the bipartite Gaussian states depends on specific values of NC parameters. Moreover, particular anisotropic parameter values for the oscillator may cease the separability. In other words, both the deformation parameters (θ, η) and parameter values of the oscillator (mass, frequency) are important characteristics for the separability of bipartite Gaussian states. Thus tuning the parameter values, one can destroy or recreate the separability of states. With the help of a toy model, we have demonstrated how the tuning of a TD-NC space parameter affects the separability. [ABSTRACT FROM AUTHOR]

The dynamics and variability of protein conformations are directly linked to their functions. Many comparative studies of X-ray protein structures have been conducted to elucidate the relevant conformational changes, dynamics and heterogeneity. The rapid increase in the number of experimentally determined structures has made comparison an effective tool for investigating protein structures. For example, it is now possible to compare structural ensembles formed by enzyme species, variants or the type of ligands bound to them. In this study, the author developed a multilevel model for estimating two covariance matrices that represent inter- and intra-ensemble variability in the Cartesian coordinate space. Principal component analysis using the two estimated covariance matrices identified the inter-/intra-enzyme variabilities, which seemed to be important for the enzyme functions, with the illustrative examples of cytochrome P450 family 2 enzymes and class A |$\beta$| -lactamases. In P450, in which each enzyme has its own active site of a distinct size, an active-site motion shared universally between the enzymes was captured as the first principal mode of the intra-enzyme covariance matrix. In this case, the method was useful for understanding the conformational variability after adjusting for the differences between enzyme sizes. The developed method is advantageous in small ensemble-size problems and hence promising for use in comparative studies on experimentally determined structures where ensemble sizes are smaller than those generated, for example, by molecular dynamics simulations. [ABSTRACT FROM AUTHOR]

Summary: An adaptive fractional‐order unscented particle filter (FOUPF) and an adaptive FOUPF with the estimations of the noise covariance matrices (NCMs) are proposed to estimate the state of charge (SOC) of lithium‐ion batteries (LIBs) in this study. The Grünwald–Letnikov difference is employed to establish the corresponding discrete‐time equation of the fractional‐order system (FOS). The order and SOC of FOS of LIBs are controlled within an appropriate interval by a mapping function. In order to achieve a joint estimation of order and unknown parameters for a FOS, an augmented vector method is applied in this study. Compared with the adaptive fractional‐order unscented Kalman filter and adaptive fractional‐order cubature Kalman filter, the proposed adaptive FOUPF has a higher accuracy for estimating SOC. Besides, an iterative approach that accommodates the NCMs is proposed to improve the estimation accuracy of SOC. Finally, the availability of the proposed algorithms is tested by several experiments. [ABSTRACT FROM AUTHOR]

The concept of complexity has become pivotal in multiple disciplines, including quantum information, where it serves as an alternative metric for gauging the chaotic evolution of a quantum state. This paper focuses on Krylov complexity, a specialized form of quantum complexity that offers an unambiguous and intrinsically meaningful assessment of the spread of a quantum state over all possible orthogonal bases. This study is situated in the context of Gaussian quantum states, which are fundamental to both Bosonic and Fermionic systems and can be fully described by a covariance matrix. While the covariance matrix is essential, it is insufficient alone for calculating Krylov complexity due to its lack of relative phase information is shown. The relative covariance matrix can provide an upper bound for Krylov complexity for Gaussian quantum states is suggested. The implications of Krylov complexity for theories proposing complexity as a candidate for holographic duality by computing Krylov complexity for the thermofield double States (TFD) and Dirac field are also explored. [ABSTRACT FROM AUTHOR]

As the power source of the engine, the Fuel Pump(FP) plays a vital role in the safe operation of the aircraft. Due to the complexity of the working mechanism of Aviation Fuel Pumps (AFP) and the strong correlation between the components, the assessment model cannot reflect the health state of the FPs better, while the initial parameters in the assessment model will affect the assessment effect of the model. Therefore, this paper proposes a health status assessment model that can fully integrate monitoring data. To improve the accuracy of the model parameters, the Random Forest algorithm is used to give the feature weights to make up for the limitation of relying on expert knowledge, and the model parameters are optimized by the Covariance Matrix Adaptive Evolutionary Strategy algorithm, which achieves an accurate assessment of the state. Finally, the AFP test bed was built and the AFP was tested. Compared with other methods, the accuracy of the proposed method in this question reaches 96%, which is greatly superior to other methods and verifies the effectiveness of the proposed method. It also provides an outlook on future research directions for health state assessment. [ABSTRACT FROM AUTHOR]

In this paper, we devise an effective algorithm for direction-of-arrival (DOA) estimation using the cross-dipole array via one-bit quantization. Firstly, we theoretically prove that after one-bit quantization, two circular complex Gaussian random processes with different variance still satisfy the arcsine law and calculate the normalized covariance matrix of the cross-dipole array output based on this property. Subsequently, we reconstruct the noise-free normalized covariance matrix by subtracting the normalized noise matrix. Finally, we apply the TLS-ESPRIT algorithm to the reconstructed noise-free normalized covariance matrix to extract the DOAs of sources. Numerical results demonstrate the validity of the proposed algorithm. [ABSTRACT FROM AUTHOR]

The cognition radar utilizes the dynamic waveform configuration to adapt to the environment to improve tracking performance. A novel tracking algorithm based on waveform selection is proposed to address the maneuvering aircraft tracking problem in clutter. Based on the modified current statistical (MCS) model, the modified probabilistic data association filter (MPDAF) is integrated with the square-root cubature Kalman filter (SCKF) to deal with the nonlinear measurement and the clutter. Additionally, the waveform library is established by applying the fractional Fourier transform (FRFT) to a base waveform, and a direct method is proposed to select the optimal waveform to minimize the posterior state error covariance matrix. The simulation results showed that, compared with the filters with the fixed waveform as well as the state-of-the-art algorithms, the proposed algorithm achieved higher estimation precision and lower track loss percentage while maintaining a low computational burden. [ABSTRACT FROM AUTHOR]

The joint exploitation of complementary information from independent satellite and ground-based SAR observations can allow reconstructing the three-dimensional (up-down, east–west, north–south) ground displacement profile. Some attempts have recently been made to complement satellite and ground-based SAR (GB-SAR) data. However, a method for generating the 3-D ground displacement time-series and evaluating the quality of these estimates is still lacking. Our research aims to develop a statistical framework that is beneficial to evaluate the quality of the reconstructed 3-D ground deformation measurements achieved by jointly using space-borne and GB-SAR systems. To this purpose, the quality of multi-platform Line-of-Sight (LOS)-projected ground displacement time series is first assessed by deriving the variance–covariance matrices of noise sources (i.e., time-inconsistent phase unwrapping mistakes, decorrelation effects, and atmospheric phase screen). Subsequently, the precision of the retrieved 3-D ground displacement products is derived. Some experiments have been performed considering the zone of Gorgoglione in southern Italy, for which three sets of SAR images are available. The first set is composed of radar images collected through a GB-SAR measurement campaign performed with the IBIS-L instrument from September 2016 to July 2017. In contrast, the spaceborne sets consist of two groups of images gathered during the same observation period by the European Copernicus Sentinel-1A/B sensors over complementary ascending (Path 146) and descending orbits (Path 124). The experimental results for the selected case-study area showed that the error bounds for the 3-D ground deformation time-series are about 3.6 mm, 3.7 mm, and 0.6 mm for the up-down, east–west, and north–south profiles, respectively. [ABSTRACT FROM AUTHOR]

The classical Hotelling's T 2 test and Bayesian hypothesis tests breakdown for the problem of comparing two high-dimensional population means due to the singularity of the pooled sample covariance matrices when the model dimension p exceeds the sample size n. In this paper, we develop a simple closed-form Bayesian testing procedure based on a split-and-merge technique. Specifically, we adopt the subspace clustering technique to split the high-dimensional data into lower-dimensional random spaces so that the Bayes factor can be implemented. Then we utilize the geometric mean to merge the results of the Bayesian test to obtain a novel test statistic. We carry out simulation studies to compare the performance of the proposed test with several existing ones in the literature. Finally, two real-data applications are provided for illustrative purposes. [ABSTRACT FROM AUTHOR]

The growing popularity of personalized medicine motivates people to explore individualized treatment regimes according to heterogeneous characteristics of the patients. For the large-scale data analysis, however, the data are collected at different times and different locations, i.e. subjects are usually from a heterogeneous population, which causes that the optimal treatment regimes also vary for patients across different subgroups. In this paper, we mainly focus on the estimation of optimal treatment regimes for subjects come from a heterogeneous population with high-dimensional data. We first remove the main effects of the covariates for each subgroup to eliminate non-ignorable residual confounding. Based on the centralized outcome, we propose a penalized robust learning that estimates the coefficient matrix of the interactions between covariates and treatment by penalizing pairwise differences of the coefficients of any two subgroups for the same covariate, which can automatically identify the latent complex structure of the coefficient matrix with heterogeneous and homogeneous columns. At the same time, the penalized robust learning can also select the important variables that truly contribute to the individualized treatment decisions with commonly used sparsity structure penalty. Extensive simulation studies show that our proposed method outperforms current popular methods, and it is further illustrated in the real analysis of the Tamoxifen breast cancer data. [ABSTRACT FROM AUTHOR]

This paper introduces a novel approach for designing estimators to achieve consensus in uncertain multi-agent systems (MAS), even when various fault conditions are present and communication is assumed to be undirected and connected. The method includes an adaptive fault detection technique to detect faults and a unique adaptation in the unscented Kalman filter (UKF) to adjust noise covariance matrices and reconstruct uncertain states in the MAS is proposed in the framework of Q-learning. Additionally, it involves training neural network internal parameters using previous measurements. A Chebyshev neural network (CNN) is employed to model the uncertain plant, and a hyperbolic tangent-based robust control term is used to mitigate neural network approximation errors. This novel approach is known as reinforced UKF (RUKF). The paper also discusses the asymptotic stability of the proposed method and presents numerical simulations to demonstrate its effectiveness with reduced computational load. [ABSTRACT FROM AUTHOR]

High precision is a very important index in target tracking. In order to improve the prediction accuracy of target tracking, an optimized Kalman filter approach based on improved Gray Wolf algorithm (IGWO-OKF) is proposed in this paper. Since the convergence speed of traditional Gray Wolf algorithm is slow, meanwhile, the number of gray wolves and the choice of the maximum number of iterations has a great influence on the algorithm, a nonlinear control parameter combination adjustment strategy is proposed. An improved Grey Wolf Optimization algorithm (IGWO) is formed by determining the best combination of adjustment parameters through the fastest iteration speed of the algorithm. The improved Grey Wolf Optimization algorithm (IGWO) is formed, and the process noise covariance matrix and observation noise covariance matrix in Kalman filter are optimized by IGWO. The proposed approach is applied into. The experiment results show that the proposed IGWO-OKF approach has low error, high accuracy and good prediction effect. [ABSTRACT FROM AUTHOR]

Space–time adaptive processing (STAP) is an effective technology in clutter suppression and moving target detection for airborne radar. When working in the heterogeneous environment, the number of training samples that satisfy independent and identically distributed (IID) conditions is insufficient, making it difficult to ensure the estimation accuracy of the clutter plus noise covariance matrix for traditional STAP methods. Sparse recovery–based STAP (SR–STAP) methods have received widespread attention in the past few years. The accurate estimation of the clutter plus noise covariance matrix can be achieved using only a few training samples. The iterative adaptive approach (IAA) can quickly and accurately estimate the power spectrum, but applying this method directly to the STAP method cannot produce good performance. In this paper, a fast IAA–based SR–STAP method is proposed. Based on the weighted l 1 problem, the IAA spectrum is used as a weighted term to obtain a good approximation. In order to obtain an analytical solution, we use the weighted l 2 norm to approximate the weighted l 1 norm without loss of performance. Compared with the IAA–STAP method, the proposed method is more robust to errors. Moreover, the proposed method has a fast computational speed. The effectiveness of the proposed method is demonstrated by simulations. [ABSTRACT FROM AUTHOR]

Polarization diversity has been widely used in maritime radars to improve target detection performance. Full utilization of the polarimetric characteristics of sea clutter is the key to designing effective polarimetric detectors. For high-resolution maritime radars, the HH-HV dual-polarization is an affordable and effective mode to monitor small targets, owing to the simple configuration of single-polarimetric transmit and dual-polarimetric reception and lower clutter powers at the HH and HV polarizations. Enlightened by the analytical coherent detector in compound-Gaussian clutter with inverse Gamma texture, this paper investigates dual-polarimetric coherent detection in dual-polarimetric compound-Gaussian clutter with independent inverse Gamma distributed textures. The analytical dual-polarimetric near-optimum coherent detector is derived, which is a fusion of the generalized likelihood ratio test linear threshold detectors (GLRT-LTDs) at the two polarizations. For short, it is referred to as the P-GLRT-LTD. It is proven that the P-GLRT-LTD is of constant false alarm rate with respect to the Doppler steering vector, scale parameters of textures, and speckle covariance matrices. Moreover, the thresholds of the P-GLRT-LTD are given analytically. Experiments using simulated sea clutter data with the estimated scale and shape parameters from the two measured intelligent pixel processing radar (IPIX) datasets and two measured IPIX datasets with test targets are made to compare P-GLRT-LTD with other existing dual-polarimetric coherent detectors. The results show that the P-GLRT-LTD attains the same detection performance as the existing best-performance detector. The P-GLRT-LTD has a lower computational cost than the existing best-performing one. [ABSTRACT FROM AUTHOR]

One of the most important subjects in statistics is the theory of estimation. In this paper, we consider the generalized Bayes shrinkage estimator of the mean vector for multivariate normal distribution with the unknown covariance matrix under balanced quadratic loss. Also, we find the minimax and admissible estimator of the mean vector based on the generalized Bayes estimator. We obtain Stein's unbiased risk estimator (SURE) threshold with a generalized Bayes shrinkage estimator and we find the wavelet shrinkage generalized Bayes SURE. Finally, we present a simulation study to test the validity of the generalized Bayes SURE and the concrete compressive strength dataset is given to test the efficiency of this estimator in denoising. [ABSTRACT FROM AUTHOR]

In this article, we implement the classification of nonstationary streaming data. Due to the inability to obtain full data in the context of streaming data, we adopt a strategy based on clustering structure for data classification. Specifically, this strategy involves dynamically maintaining clustering structures to update the model, thereby updating the objective function for classification. Simultaneously, incoming samples are monitored in real‐time to identify the emergence of new classes or the presence of outliers. Moreover, this strategy can also deal with the concept drift problem, where the distribution of data changes with the inflow of data. Regarding the handling of novel instances, we introduce a buffer analysis mechanism to delay their processing, which in turn improves the prediction performance of the model. In the process of model updating, we also introduce a novel renewable strategy for the covariance matrix. Numerical simulations and experiments on datasets show that our method has significant advantages. [ABSTRACT FROM AUTHOR]

We found a lower bound on the rank of a square matrix where every entry in the leading diagonal is neither zero nor one and every entry outside the leading diagonal is either zero or one. The rank of this matrix is at least half its order. Under an additional condition, the lower bound is higher by one. This condition means that some auxiliary system of linear equations has no binary solution. Some examples are provided that show that the lower bound can be achieved. This lower bound on the matrix rank allows the problem of finding a binary solution to a system of linear equations with a sufficiently large number of linearly independent equations to be reduced to a similar problem in a smaller number of variables. Restrictions on the existence of a large set of solutions are found, each differing from the binary one by the value of one variable. In addition, we discuss the possibility of certifying the absence of a binary solution to a large system of linear algebraic equations. Estimates of the time required for calculating the matrix rank in the SymPy computer algebra system are also provided. It is shown that the rank of a matrix over the field of residues modulo prime number is calculated faster than it generally takes to calculate the rank of a matrix of the same order over the field of rational numbers. [ABSTRACT FROM AUTHOR]

There have been some advances in multivariate control charts in recent years. This paper presents a new simultaneous scheme for monitoring both the mean and variability of a multivariate normal process in a single chart, which is developed by improving and modifying another recently proposed scheme. We not only propose a new control scheme but also make it adaptive by varying all control chart parameters. Our scheme, for the first time, considers the process variability in two forms: "covariance matrix" and "multivariate coefficient of variation (MCV)". This scheme, again for the first time, considers simultaneous monitoring of the MCV with another process parameter (in our case, the mean vector). In addition, we develop a Markov chain model to compute the average run length and average time to signal values. We conduct extensive numerical analyses to measure the performance of the proposed scheme in two scenarios of process variability. At last, we present a numerical example by using a real dataset from a healthcare process to illustrate how the scheme can be implemented in practice. [ABSTRACT FROM AUTHOR]

This study addresses the challenge of estimating high-dimensional covariance matrices in financial markets, where traditional sparsity assumptions often fail due to the interdependence of stock returns across sectors. We present an innovative element-aggregation method that aggregates matrix entries to estimate covariance matrices. This method is designed to be applicable to both sparse and non-sparse matrices, transcending the limitations of sparsity-based approaches. The computational simplicity of the method's implementation ensures low complexity, making it a practical tool for real-world applications. Theoretical analysis then confirms the method's consistency and effectiveness with its convergence rate in specific scenarios. Additionally, numerical experiments validate the method's superior algorithmic performance compared to conventional methods, as well as the reduction in relative estimation errors. Furthermore, empirical studies in financial portfolio optimization demonstrate the method's significant risk management benefits, particularly its ability to effectively mitigate portfolio risk even with limited sample sizes. [ABSTRACT FROM AUTHOR]