Randomized Time Riemannian Manifold Hamiltonian Monte Carlo
Abstract Hamiltonian Monte Carlo (HMC) algorithms, which combine numerical
approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and …
approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and …
Recurrent Neural Networks Modelling based on Riemannian Symmetric Positive Definite Manifold
State estimation with Kalman Filters (KF) regularly encounters covariance matrices that are
unknown or empirically determined, causing sub-optimal performances. Solutions to lift …
unknown or empirically determined, causing sub-optimal performances. Solutions to lift …
Spatially asymptotic behavior of structured covariance matrix estimation for massive MIMO
J Chen, Z Xu, D Gesbert, K Yang… - IEEE Communications …, 2021 - ieeexplore.ieee.org
In this letter, the truncated redundancy averaging (TRA) method for structured covariance
matrix estimation and its spatially asymptotic behavior for massive MIMO are studied. The …
matrix estimation and its spatially asymptotic behavior for massive MIMO are studied. The …