1 code implementation • 27 Aug 2018 • Joris Chau, Rainer von Sachs
Second, we derive the wavelet coefficient decay and linear wavelet thresholding convergence rates of intrinsically smooth surfaces of Hermitian positive definite matrices, and investigate practical nonlinear thresholding of wavelet coefficients based on their trace in the context of intrinsic signal plus noise models in the Riemannian manifold.
Methodology 62M15, 62G08
1 code implementation • 26 Jun 2017 • Joris Chau, Hernando Ombao, Rainer von Sachs
Nondegenerate covariance, correlation and spectral density matrices are necessarily symmetric or Hermitian and positive definite.
Methodology 62G30, 62G15, 62G35, 62M15
1 code implementation • 12 Jan 2017 • Joris Chau, Rainer von Sachs
Our main contribution is the development of intrinsic wavelet transforms and nonparametric wavelet regression for curves in the non-Euclidean space of Hermitian positive definite matrices.
Methodology 62M15, 62G08
