Dr. James McCaffrey presents a complete end-to-end demonstration of the kernel ridge regression technique to predict a single ...

We propose to smooth the Cholesky decomposition of a raw estimate of a multivariate spectrum, allowing different degrees of smoothness for different elements. The final spectral estimate is ...

An important problem in multivariate statistics is the estimation of covariance matrices. We consider a class of nonparametric covariance models in which the entries in the covariance matrix depend on ...