Improving stochastic estimates with inference methods: Calculating matrix diagonals

Nonnegative Matrix Semigroups with Finite Diagonals

Let S be a multiplicative semigroup of matrices with nonnegative entries. Assume that the diagonal entries of the members of S form a finite set. This paper is concerned with the following question: Under what circumstances can we deduce that S itself is finite?

On a constant-diagonals matrix

In this paper, we consider a constant-diagonals matrix. The matrix was discussed in Wituła and Słota [R. Wituła, D. Słota, On computing the determinants and inverses of some special type of tridiagonal and constant-diagonals matrices, Appl. Math. Comput. 189 (1) (2007) 514–527]. The authors gave some results on determinant and the inverse of the matrix for some special cases. We give LU factori...

Multiplicative diagonals of matrix semigroups

Bayesian Nonnegative Matrix Factorization with Stochastic Variational Inference

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Inference Methods for Stochastic Volatility Models

In the present paper we consider estimation procedures for stationary Stochastic Volatility models, making inferences about the latent volatility of the process. We show that a sequence of generalized least squares regressions enables us to determine the estimates. Finally, we make inferences iteratively by using the Kalman Filter algorithm.