4 citations · 10 across the 15 of their papers we have counts for
3 papers · 1 filter
A new approach for estimating the number of spikes in high-dimensional Gaussian models
Hugo Jeannin, Pascal Vallet, Florent Bouchard +2
In this paper, we study the estimation of the signal subspace dimension in a -variate signal-plus-noise complex Gaussian model, when the noise covariance matrix is assumed t…
A New Statistic for Testing Covariance Equality in High-Dimensional Gaussian Low-Rank Models
Rémi Beisson, Pascal Vallet, Audrey Giremus +1
In this paper, we consider the problem of testing equality of the covariance matrices of L complex Gaussian multivariate time series of dimension . We study the special case wh…
Intrinsic Bayesian Cramér-Rao Bound with an Application to Covariance Matrix Estimation
Florent Bouchard, Alexandre Renaux, Guillaume Ginolhac +1
This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metri…