There is a planned Crossref maintenance outage between Tuesday, 14 January 6:00 to 11:00 UTC. This impacts access to BibTeX and RIS files.

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Dr. JeFreda R. Brown is a financial ...

Our method involves reconstructing the covariance matrix using the proposed CNN model, which is trained with covariance matrices from the actual received signals to their corresponding covariance ...

In this paper, a covariance matrix reconstruction-based wideband adaptive beamforming algorithm is proposed to maintain excellent interference suppression performance with low computational complexity ...

The resulting rate matrix is closely related to the Markov state model transition matrix, offering insights into metastable states and association kinetics. We validate the accuracy of the model in ...

Department of Physics, Clarendon Laboratory, University of Oxford, Oxford OX1 3PU, U.K. Department of Biochemistry, University of Oxford, Oxford OX1 3QU, U.K ...

The covariance structure of these manifolds supported pattern classification when information was retrieved from selected neuronal subsets. Networks with E/I assemblies therefore transformed the ...

These features arise from our use of isotropic Gaussians of seven fixed widths yielding ... of employing Gaussian basis functions with arbitrary center locations and covariance matrices. The cost of ...