Pascal Vallet
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View article: Correlation tests and sample spectral coherence matrix in the high-dimensional regime
Correlation tests and sample spectral coherence matrix in the high-dimensional regime Open
International audience
View article: A New Statistic for Testing Covariance Equality in High-Dimensional Gaussian Low-Rank Models
A New Statistic for Testing Covariance Equality in High-Dimensional Gaussian Low-Rank Models Open
In this paper, we consider the problem of testing equality of the covariance\nmatrices of L complex Gaussian multivariate time series of dimension $M$ . We\nstudy the special case where each of the L covariance matrices is modeled as a\nra…
View article: Change Detection in The Covariance Structure of High-Dimensional Gaussian Low-Rank Models
Change Detection in The Covariance Structure of High-Dimensional Gaussian Low-Rank Models Open
This paper is devoted to the problem of testing equality between the covariance matrices of L multivariate Gaussian time series with dimension M, in the context where each of the L covariance matrices is the sum of a low-rank K component a…
View article: On the Detection of Low-Rank Signal in the Presence of Spatially Uncorrelated Noise: A Frequency Domain Approach
On the Detection of Low-Rank Signal in the Presence of Spatially Uncorrelated Noise: A Frequency Domain Approach Open
This paper analyzes the detection of a M-dimensional useful signal modeled as\nthe output of a M xK MIMO filter driven by a K-dimensional white Gaussian\nnoise, and corrupted by a M-dimensional Gaussian noise with mutually\nuncorrelated co…
View article: On The Frequency Domain Detection of High Dimensional Time Series
On The Frequency Domain Detection of High Dimensional Time Series Open
In this paper, we address the problem of detection, in the frequency domain,\nof a M-dimensional time series modeled as the output of a M x K MIMO filter\ndriven by a K-dimensional Gaussian white noise, and disturbed by an additive\nM-dime…
View article: Performance Analysis of a Low-Rank Detector Under Training Data Contamination
Performance Analysis of a Low-Rank Detector Under Training Data Contamination Open
International audience
View article: An Improved Low Rank Detector in the High Dimensional Regime
An Improved Low Rank Detector in the High Dimensional Regime Open
International audience
View article: On the Performance of MUSIC With Toeplitz Rectification in the Context of Large Arrays
On the Performance of MUSIC With Toeplitz Rectification in the Context of Large Arrays Open
International audience
View article: Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix
Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix Open
International audience
View article: On the statistical performance of music for distributed sources
On the statistical performance of music for distributed sources Open
International audience