The power of (non-) linear shrinking: A review and guide to covariance matrix estimation

O Ledoit, M Wolf - Journal of Financial Econometrics, 2022 - academic.oup.com
Many econometric and data-science applications require a reliable estimate of the
covariance matrix, such as Markowitz's portfolio selection. When the number of variables is …

Reverberation chambers for over-the-air tests: An overview of two decades of research

X Chen, J Tang, T Li, S Zhu, Y Ren, Z Zhang… - IEEE …, 2018 - ieeexplore.ieee.org
The reverberation chamber (RC) has traditionally been used for electromagnetic
compatibility tests. About two decade ago, it found application in various over-the-air (OTA) …

High-performing neural network models of visual cortex benefit from high latent dimensionality

E Elmoznino, MF Bonner - PLOS Computational Biology, 2024 - journals.plos.org
Geometric descriptions of deep neural networks (DNNs) have the potential to uncover core
representational principles of computational models in neuroscience. Here we examined the …

[HTML][HTML] Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions

O Ledoit, M Wolf - Journal of Multivariate Analysis, 2015 - Elsevier
Covariance matrix estimation and principal component analysis (PCA) are two cornerstones
of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the …

Effective dimensionality: A tutorial

M Del Giudice - Multivariate behavioral research, 2021 - Taylor & Francis
The topic of this tutorial is the effective dimensionality (ED) of a dataset, that is, the
equivalent number of orthogonal dimensions that would produce the same overall pattern of …

Configuring and verifying reverberation chambers for testing cellular wireless devices

KA Remley, J Dortmans, C Weldon… - IEEE Transactions …, 2016 - ieeexplore.ieee.org
Reverberation chambers provide a repeatable test environment for laboratory over-the-air
testing and represent a viable solution for testing large-form-factor wireless devices. Such …

Numerical implementation of the QuEST function

O Ledoit, M Wolf - Computational Statistics & Data Analysis, 2017 - Elsevier
Certain estimation problems involving the covariance matrix in large dimensions are
considered. Due to the breakdown of finite-dimensional asymptotic theory when the …

A significance test for reverberation-chamber measurement uncertainty in total radiated power of wireless devices

KA Remley, CMJ Wang, DF Williams… - IEEE transactions on …, 2015 - ieeexplore.ieee.org
We develop a significance test that determines whether the component of uncertainty due to
the finite number of stepped mode-stirring samples or the component due to the lack of …

Empirical Characterization and Modeling of the Propagation Channel inside the VIRC

MHDZ Mahfouz, R Vogt-Ardatjew, ABJ Kokkeler… - IEEE …, 2024 - ieeexplore.ieee.org
Over-the-air (OTA) testing and electromagnetic compatibility (EMC) measurements are
widely performed in classical reverberation chambers. A less-known reverberation chamber …

Reverberation chamber metrology for wireless internet of things devices: Flexibility in form factor, rigor in test

A Hubrechsen, KA Remley… - IEEE Microwave …, 2022 - ieeexplore.ieee.org
Internet of things (IoT) devices are proliferating in our connected world, with the number of
devices expected to exceed 14 billion in 2023. Wireless IoT applications are increasing day …