2 papers
math.PR2023
Estimation of large covariance matrices via free deconvolution: computational and statistical aspects
Reda Chhaibi, Fabrice Gamboa, Slim Kammoun +1
The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolutio…
quant-ph2017
Quantum non demolition measurements: parameter estimation for mixtures of multinomials
Tristan Benoist, F Gamboa, C Pellegrini
In Quantum Non Demolition measurements, the sequence of observations is distributed as a mixture of multinomial random variables. Parameters of the dynamics are naturally encoded i…