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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...

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Detalles Bibliográficos
Autores principales: Wang, Ling, Liao, Zongqiang
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

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