This paper proposes a novel method for estimating the sparse inverse covariance matrixfor longitudinal data with informative dropouts. Based on the modified Cholesky decomposition,the sparse inverse covariance matrix ...This paper proposes a novel method for estimating the sparse inverse covariance matrixfor longitudinal data with informative dropouts. Based on the modified Cholesky decomposition,the sparse inverse covariance matrix is modelled by the autoregressive regression model,which guarantees the positive definiteness of the covariance matrix. To account for the informativedropouts, we then propose a penalized estimating equation method using the inverse probabilityweighting approach. The informative dropout propensity parameters are estimated by the generalizedmethod of moments. The asymptotic properties are investigated for the resulting estimators.Finally, we illustrate the effectiveness and feasibility of the proposed method through Monte Carlosimulations and a practical application.展开更多
For the direction of arrival（DOA） estimation,traditional sparse reconstruction methods for wideband signals usually need many iteration times.For this problem,a new method for two-dimensional wideband signals based ...For the direction of arrival（DOA） estimation,traditional sparse reconstruction methods for wideband signals usually need many iteration times.For this problem,a new method for two-dimensional wideband signals based on block sparse reconstruction is proposed.First,a prolate spheroidal wave function（PSWF） is used to fit the wideband signals,then the block sparse reconstruction technology is employed for DOA estimation.The proposed method uses orthogonalization to choose the matching atoms,ensuring that the residual components correspond to the minimum absolute value.Meanwhile,the vectors obtained by iteration are back-disposed according to the corresponding atomic matching rules,so the extra atoms are abandoned in the course of iteration,and the residual components of current iteration are reduced.Thus the original sparse signals are reconstructed.The proposed method reduces iteration times comparing with the traditional reconstruction methods,and the estimation precision is better than the classical two-sided correlation transformation（TCT）algorithm when the snapshot is small or the signal-to-noise ratio（SNR） is low.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.12171450).
文摘This paper proposes a novel method for estimating the sparse inverse covariance matrixfor longitudinal data with informative dropouts. Based on the modified Cholesky decomposition,the sparse inverse covariance matrix is modelled by the autoregressive regression model,which guarantees the positive definiteness of the covariance matrix. To account for the informativedropouts, we then propose a penalized estimating equation method using the inverse probabilityweighting approach. The informative dropout propensity parameters are estimated by the generalizedmethod of moments. The asymptotic properties are investigated for the resulting estimators.Finally, we illustrate the effectiveness and feasibility of the proposed method through Monte Carlosimulations and a practical application.
基金supported by the National Natural Science Foundation of China(6150117661201399)+1 种基金the Education Department of Heilongjiang Province Science and Technology Research Projects(12541638)the Developing Key Laboratory of Sensing Technology and Systems in Cold Region of Heilongjiang Province and Ministry of Education,(Heilongjiang University),P.R.China(P201408)
文摘For the direction of arrival（DOA） estimation,traditional sparse reconstruction methods for wideband signals usually need many iteration times.For this problem,a new method for two-dimensional wideband signals based on block sparse reconstruction is proposed.First,a prolate spheroidal wave function（PSWF） is used to fit the wideband signals,then the block sparse reconstruction technology is employed for DOA estimation.The proposed method uses orthogonalization to choose the matching atoms,ensuring that the residual components correspond to the minimum absolute value.Meanwhile,the vectors obtained by iteration are back-disposed according to the corresponding atomic matching rules,so the extra atoms are abandoned in the course of iteration,and the residual components of current iteration are reduced.Thus the original sparse signals are reconstructed.The proposed method reduces iteration times comparing with the traditional reconstruction methods,and the estimation precision is better than the classical two-sided correlation transformation（TCT）algorithm when the snapshot is small or the signal-to-noise ratio（SNR） is low.
