Sökning: "Inverse covariance matrix"
Visar resultat 1 - 5 av 19 avhandlingar innehållade orden Inverse covariance matrix.
1. Modeling the covariance matrix of financial asset returns
Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER
2. Comparative network analysis of human cancer: sparse graphical models with modular constraints and sample size correction
Sammanfattning : In the study of transcriptional data for different groups (e.g. cancer types) it's reasonable to assume that some dependencies between genes on a transcriptional or genetic variants level are common across groups. Also, that this property is preserved locally, thus defining a modular structure in the model networks. LÄS MER
3. Network models with applications to genomic data: generalization, validation and uncertainty assessment
Sammanfattning : The aim of this thesis is to provide a framework for the estimation and analysis of transcription networks in human cancer. The methods we develop are applied to data collected by The Cancer Genome Atlas (TCGA) and supporting simulations are based on derived models in order to reflect real data structure. LÄS MER
4. Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression
Sammanfattning : This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. LÄS MER
5. Optimizing Networked Systems and Inverse Optimal Control
Sammanfattning : This thesis is concerned with the problems of optimizing networked systems, including designing a distributed energy optimal consensus controller for homogeneous networked linear systems, maximizing the algebraic connectivity of a network by projected saddle point dynamics. In addition, the inverse optimal control problems for discrete-time finite time-horizon Linear Quadratic Regulators (LQRs) are considered. LÄS MER