代文林，中国人民大学统计与大数据研究院预聘副教授，国家治理大数据和人工智能创新平台副主任。主要研究方向为非参数统计、复杂数据分析与应用统计。以主要作者身份在Journal of the American Statistical Association ...

Abstract: Covariance matrix estimation is of great importance in statistical signal processing. This paper considers covariance matrix estimation from correlated ...

The aim of this GUI is to aid in analysis of the Gaussian Wave-packet, so that it can be incorporated with main problems in quantum mechanics such that the solution resembles more of reality. The user ...

Abstract: This paper deals with the issue of state estimation for nonlinear non-Gaussian networks suffering from deception attacks. A novel distributed maximum correntropy filter with variance ...

There are several robust ensemble-based DA schemes based on different principles such as H ∞ formulation [8], replacing the traditional L 2 norm [10–12], robust covariance estimation [13, 14], and ...

The cvxcovariance package provides simple tools for creating an estimate $\hat\Sigma_t$ of the covariance $\Sigma_t$ of the $n$-dimensional return vectors $r_t$, $t=1 ...

Brain structural covariance network (SCN) can delineate the brain synchronized alterations in a long-range time period. It has been used in the research of cognition or neuropsychiatric disorders.