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Distances and Riemannian metrics for multivariate spectral densities
Riemannian metrics multivariate spectral densities Optimization and Control
2011/8/26
Abstract: We first introduce a class of divergence measures between power spectral density matrices. These are derived by comparing the suitability of different models in the context of optimal predic...
We de ne the limiting density of a minor-closed family of simple graphs F to be the smallest
number k such that every n-vertex graph in F has at most kn(1+o(1)) edges, and we investigate
the set of ...