Cargando…
Mixture prior for sparse signals with dependent covariance structure
In this study, we propose an estimation method for normal mean problem that can have unknown sparsity as well as correlations in the signals. Our proposed method first decomposes arbitrary dependent covariance matrix of the observed signals into two parts: common dependence and weakly dependent erro...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10138223/ https://www.ncbi.nlm.nih.gov/pubmed/37104465 http://dx.doi.org/10.1371/journal.pone.0284284 |