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The risk of a financial position is usually summarized by a risk measure. As this risk measure has to be estimated from historical data, it is important to be able to verify and compare competing esti...
In this paper, we present coherence-based performance guarantees of Orthogonal Matching Pursuit (OMP) for both support recovery and signal reconstruction of sparse signals when the measurements are co...
Kernel density estimation (KDE) is a popular statistical technique for estimating the underlying density distribution with minimal assumptions. Although they can be shown to achieve asymptotic estimat...
Testing covariance structure is of significant interest in many areas of statistical analysis and construction of compressed sensing matrices is an important problem in signal processing. Motivated b...
Coherence and phase synchronization between time series corresponding to different spatial locations are usually interpreted as indicators of theconnectivity” between locations. In neurophysiology...
We consider the problem of estimating a deterministic sparse vector x0 from underdetermined measurements Ax0 + w, where w represents white Gaussian noise and A is a given deterministic dictionary. ...
In this contribution to the discussion of Th case for objective Bayesian analysis by James Berger and Sujective Bayesian analysis: princi- ples and practice by Michael Goldstein, I argue that (a) al...
Coherence, Bayes’s Theorem and Posterior Distributions。

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