Covariance Function Matrices
Hans Wackernagel · 1998
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About 10,000 papers for “Covariance function”
Hans Wackernagel · 1998
Cited by 0
Marc D. Binder, Nobutaka Hirokawa, Uwe Windhorst · 2008
Cited by 1
Myeongjong Kang · TIB Data Manager · 2024
Cited by 0Open access
Larry C. Andrews · SPIE eBooks · 2009
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Hans Wackernagel · 2003
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Larry C. Andrews · SPIE eBooks · 2019
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Larry C. Andrews · SPIE eBooks · 2019
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Hans Wackernagel · 1995
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Lalaonirina R. Rakotomanana · Progress in mathematical physics · 2018
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Eric Dexheimer, Andrew J. Davison · 2023
We propose learning a depth covariance function with applications to geometric vision tasks. Given RGB images as input, the covariance function can be flexibly used to define priors over depth functions, predictive distributions given observations, and methods for active point selection. We leverage these techniques for a selection of downstream tasks: depth completion, bundle adjustment, and monocular dense visual odometry.
Cited by 17
Vladimir Koltchinskii, Karim Lounici, A. B. Tsybakov · Stochastic Processes and their Applications · 2016
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Vendula Tetíková · Digital Repository (National Repository of Grey Literature) · 2006
Space-time series and their covariance function are very important in areas such as meteorology, hydrology and evolutionary biology. This diploma thesis concentrates on space-time covariance functions and on the way how this covariance functions describe space-time interaction. It focuses mainly on stationary nonseparable covariance functions but also on separable ones. The aim is to introduce main methods of creation covariance functions. In practice the estimating of covariance function is different, therefore there are, at the conclusion, examples of solutions and their comparison.
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Yiming Wang, Sujit K. Ghosh · Journal of nonparametric statistics · 2022
A nonparametric model using a sequence of Bernstein polynomials is constructed to approximate arbitrary isotropic covariance functions valid in R∞ and related approximation properties are investigated using the popular L∞ norm and L2 norms. A computationally efficient sieve maximum likelihood (sML) estimation is then developed to nonparametrically estimate the unknown isotropic covariance function valid in R∞. Consistency of the proposed sieve ML estimator is established under increasing domain regime. The proposed methodology is compared numerically with couple of existing nonparametric as well as with commonly used parametric methods. Numerical results based on simulated data show that our approach outperforms the parametric methods in reducing bias due to model misspecification and also the nonparametric methods in terms of having significantly lower values of expected L∞ and L2 norms. Application to precipitation data is illustrated to showcase a real case study. Additional technical details and numerical illustrations are also made available.
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Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas · RePEc: Research Papers in Economics
The paper obtains the general form of the cross-covariance function of vector fractional Brownian motions with correlated components having different self-similarity indices.
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Frédéric Lavancier, Anne Philippe, Донатас Сургайлис · Statistics & Probability Letters · 2009
Cited by 47Open access
Hawawini, Gabriel A. · RePEc: Research Papers in Economics
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Hussein A. Abd-Elmotaal · Manuscripta geodetica. · 1991
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Ronald Christensen, Wesley O. Johnson, Larry M. Pearson · Mathematical Geology · 1993
Cited by 22
Yangyang Chen, Pedro A. Morettin, Ronaldo Dias et al. · 2024
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Thomas Fischer, Reinhard Furrer, Josef Stocker · 2022
A fully parameterized Generalized Wendland covariance function for use in Gaussian process models, as well as multiple methods for approximating it via covariance interpolation. The available methods are linear interpolation, polynomial interpolation, and cubic spline interpolation. Moreno Bevilacqua and Reinhard Furrer and Tarik Faouzi and Emilio Porcu (2019) <url:<<a href="https://projecteuclid.org/journalArticle/Download?urlId=10.1214%2F17-AOS1652" target="_top">https://projecteuclid.org/journalArticle/Download?urlId=10.1214%2F17-AOS1652</a>>>. Moreno Bevilacqua and Christian Caamaño-Carrillo and Emilio Porcu (2022) <<a href="https://doi.org/10.48550%2FarXiv.2008.02904" target="_top">doi:10.48550/arXiv.2008.02904</a>>. Reinhard Furrer and Roman Flury and Florian Gerber (2022) <url:<<a href="https://CRAN.R-project.org/package=spam" target="_top">https://CRAN.R-project.org/package=spam</a>>>.
Cited by 2Open access