We present two fast algorithms for finding the solution of the nonsingular lower Hessenberg quasi-Toeplitz linear system stem from Markov chain. And we confirm the complexity of these two algorithms ...
The problem of estimating a large covariance matrix arises in various statistical applications. This paper develops new covariance matrix estimators based on shrinkage regularization. Individually, we ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results