2 papers
stat.ME2026
Localization Estimator for High Dimensional Tensor Covariance Matrices
Hao-Xuan Sun, Song Xi Chen, Yumou Qiu
This paper considers covariance matrix estimation of tensor data under high dimensionality. A multi-bandable covariance class is established to accommodate the need for complex cov…
stat.ME2025
High Dimensional Ensemble Kalman Filter
Shouxia Wang, Hao-Xuan Sun, Song Xi Chen
The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of h…