3 papers
eess.SP2026
Quadratic Forms in Gaussian Random Variables Theoretical Results and Applications
Mohanad Ahmed, Mahmoud Ghazal, Maaz Mahadi +1
This manuscript reviews theoretical results and applications related to quadratic forms in Gaussian random variables. It summarizes definitions, canonical representations, exact an…
stat.ML2024
Regularized Linear Discriminant Analysis Using a Nonlinear Covariance Matrix Estimator
Maaz Mahadi, Tarig Ballal, Muhammad Moinuddin +2
Linear discriminant analysis (LDA) is a widely used technique for data classification. The method offers adequate performance in many classification problems, but it becomes ineffi…
eess.SP2022
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach
Maaz Mahadi, Tarig Ballal, Muhammad Moinuddin +2
This paper is concerned with optimizing the global minimum-variance portfolio's (GMVP) weights in high-dimensional settings where both observation and population dimensions grow at…