3 papers
stat.ME2021
Estimation When Both Covariance And Precision Matrices Are Sparse
Shev Macnamara, Erik Schlögl, Zdravko I. Botev
We offer a method to estimate a covariance matrix in the special case that \textit{both} the covariance matrix and the precision matrix are sparse --- a constraint we call double s…
math.NA2020
The reflectionless properties of Toeplitz waves and Hankel waves: an analysis via Bessel functions
Kevin Burrage, Pamela Burrage, Shev MacNamara
We study reflectionless properties at the boundary for the wave equation in one space dimension and time, in terms of a well-known matrix that arises from a simple discretisation o…
math.ST2018
Kernel Density Estimation with Linked Boundary Conditions
Matthew J. Colbrook, Zdravko I. Botev, Karsten Kuritz +1
Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in…