Výsledky vyhledávání - "Xiangzhao Cui"

Regularized Estimation of Covariance Structure Through Quadratic Loss Function

Autor: Defei Zhang, Jianxin Pan, Xiangzhao Cui, Chun Li, Jine Zhao, Li Zeng

Publikováno v: Contributions to Statistics ISBN: 9783030754938

Estimation of high-dimensional covariance structure is an interesting topic in statistics. Motivated by the work of Lin et al. [9], in this paper, the quadratic loss function is proposed to measure the discrepancy between a real covariance matrix and

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::bc1ebd9d330516e0fb0c4507fdc0270d
https://doi.org/10.1007/978-3-030-75494-5_4

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Estimation of Covariance Matrix with ARMA Structure Through Quadratic Loss Function

Autor: Chun Li, Jianxin Pan, Xiangzhao Cui, Defei Zhang

Publikováno v: Contemporary Experimental Design, Multivariate Analysis and Data Mining ISBN: 9783030461607

In this paper we propose a novel method to estimate the high-dimensional covariance matrix with an order-1 autoregressive moving average process, i.e. ARMA(1,1), through quadratic loss function. The ARMA(1,1) structure is a commonly used covariance s

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::97608a01258e153b107e08fd5fe7340b
https://doi.org/10.1007/978-3-030-46161-4_15

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Covariance Matrix Regularization for Banded Toeplitz Structure via Frobenius-Norm Discrepancy

Autor: Defei Zhang, Jine Zhao, Jianxin Pan, Zhenyang Li, Xiangzhao Cui

Publikováno v: Contributions to Statistics ISBN: 9783030175184
Cui, X, Li, Z, Zhao, J, Zhang, D & Pan, J 2019, Covariance matrix regularization for banded toeplitz structure via frobenius-norm discrepancy . in S Ejaz Ahmed, F Carvalho & S Puntanen (eds), Matrices, statistics andbBig data : selected contributions from IWMS 2016 . Springer Nature, Springer, Cham, pp. 111-125, The 25th International Workshop on Matrices and Statistics, Madeira, Portugal, 6/06/16 . https://doi.org/10.1007/978-3-030-17519-1_9

In many practical applications, the structure of covariance matrix is often blurred due to random errors, making the estimation of covariance matrix very difficult particularly for high-dimensional data. In this article, we propose a regularization m

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eeb399006eea34f8d1b87898ce071730
https://doi.org/10.1007/978-3-030-17519-1_9

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Regularization for high-dimensional covariance matrix

Autor: Jianxin Pan, Chun Li, Xiangzhao Cui, Defei Zhang, Jine Zhao, Li Zeng

Publikováno v: Special Matrices, Vol 4, Iss 1 (2016)
Cui, X, Li, C, Zhao, J, Zeng, L, Zhang, D & Pan, J 2016, ' Regularization for high-dimensional covariance matrix ', Special Matrices . https://doi.org/10.1515/spma-2016-0018

In many applications, high-dimensional problem may occur often for various reasons, for example, when the number of variables under consideration is much bigger than the sample size, i.e., p >> n. For highdimensional data, the underlying structures o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6c58e19ca2eaadd6ef3d3e99f9a79560
https://doi.org/10.1515/spma-2016-0018

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Analysis about Optimal Portfolio under G-Expectation

Autor: Chun Li, Defei Zhang, Xiangzhao Cui

Publikováno v: Procedia Engineering. 29:2521-2525

In this paper, an optimal portfolio selection rule under G-expectation is established and explicit optimal portfolio for a particular class of utility functions is investigated.

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Existence and global exponential stability of periodic solution of a cellular neural networks difference equation with delays and impulses

Autor: Xiangzhao Cui, Yao Long, Xinsong Yang

Publikováno v: Neural Networks. 22:970-976

A class of cellular neural networks difference equation with delays and impulses are considered. Sufficient conditions for the existence and global exponential stability of periodic solution are obtained by using contraction mapping theorem and inequ

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1fb8bd08adfd4bc640b559b34b41af7
https://doi.org/10.1016/j.neunet.2009.04.006

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Some important inequalities for g-expectation and Choquet expectation

Autor: Chun Li, Defei Zhang, Xiangzhao Cui

Publikováno v: FSKD

In this paper, several important inequalities for g-expectation and Choquet expectation are obtained by using back-ward stochastic differential equations (BSDEs) and comparison theorem. Markov inequality for g-probability is a special case of this in

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5ab00a7781f11136972cb42a0fe633cf
https://doi.org/10.1109/fskd.2012.6233743

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A feasible fletcher-reeves method to linear equality constrained optimization problem

Autor: Ling Fang, Xiangzhao Cui, Can Li

Publikováno v: The 2010 International Conference on Apperceiving Computing and Intelligence Analysis Proceeding.

In this paper, the conjugate gradient method for solving unconstrained optimization problem is applied to linear equality constrained optimization proleblm. An attractive property of the proposed method is that the generated direction is always feasi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::ece34141d3f1712ac0bb65ac4725d33a
https://doi.org/10.1109/icacia.2010.5709844

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Conference

A feasible fletcher-reeves method to linear equality constrained optimization problem.

Autor: Can Li, Ling Fang, Xiangzhao Cui

Publikováno v: 2010 International Conference on Apperceiving Computing & Intelligence Analysis (ICACIA); 2010, p30-33, 4p

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