Riemannian classification of single-trial surface EEG and sources during checkerboard and navigational images in humans
Author
Abstract
Suggested Citation
DOI: 10.1371/journal.pone.0262417
Download full text from publisher
References listed on IDEAS
- Ledoit, Olivier & Wolf, Michael, 2004.
"A well-conditioned estimator for large-dimensional covariance matrices,"
Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 365-411, February.
- Ledoit, Olivier & Wolf, Michael, 2000. "A well conditioned estimator for large dimensional covariance matrices," DES - Working Papers. Statistics and Econometrics. WS 10087, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Charles R. Harris & K. Jarrod Millman & Stéfan J. Walt & Ralf Gommers & Pauli Virtanen & David Cournapeau & Eric Wieser & Julian Taylor & Sebastian Berg & Nathaniel J. Smith & Robert Kern & Matti Picu, 2020. "Array programming with NumPy," Nature, Nature, vol. 585(7825), pages 357-362, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Yuanrong Wang & Tomaso Aste, 2022. "Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series," Papers 2203.03991, arXiv.org.
- Hannart, Alexis & Naveau, Philippe, 2014. "Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 149-162.
- Geeraert, Joke & Rocha, Luis E.C. & Vandeviver, Christophe, 2024. "The impact of violent behavior on co-offender selection: Evidence of behavioral homophily," Journal of Criminal Justice, Elsevier, vol. 94(C).
- Candelon, B. & Hurlin, C. & Tokpavi, S., 2012.
"Sampling error and double shrinkage estimation of minimum variance portfolios,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
- Candelon, B. & Hurlin, C. & Tokpavi, S., 2011. "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012. "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Post-Print hal-01385835, HAL.
- Furqan Dar & Samuel R. Cohen & Diana M. Mitrea & Aaron H. Phillips & Gergely Nagy & Wellington C. Leite & Christopher B. Stanley & Jeong-Mo Choi & Richard W. Kriwacki & Rohit V. Pappu, 2024. "Biomolecular condensates form spatially inhomogeneous network fluids," Nature Communications, Nature, vol. 15(1), pages 1-17, December.
- López Pérez, Mario & Mansilla Corona, Ricardo, 2022. "Ordinal synchronization and typical states in high-frequency digital markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 598(C).
- Konno, Yoshihiko, 2009. "Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2237-2253, November.
- Jessica M. Vanslambrouck & Sean B. Wilson & Ker Sin Tan & Ella Groenewegen & Rajeev Rudraraju & Jessica Neil & Kynan T. Lawlor & Sophia Mah & Michelle Scurr & Sara E. Howden & Kanta Subbarao & Melissa, 2022. "Enhanced metanephric specification to functional proximal tubule enables toxicity screening and infectious disease modelling in kidney organoids," Nature Communications, Nature, vol. 13(1), pages 1-23, December.
- Wessel N. Wieringen & Gwenaël G. R. Leday, 2024. "Ridge-type covariance and precision matrix estimators of the multivariate normal distribution," Statistical Papers, Springer, vol. 65(9), pages 5835-5849, December.
- Yuan, Ke-Hai & Chan, Wai, 2008. "Structural equation modeling with near singular covariance matrices," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4842-4858, June.
- Dennis Bontempi & Leonard Nuernberg & Suraj Pai & Deepa Krishnaswamy & Vamsi Thiriveedhi & Ahmed Hosny & Raymond H. Mak & Keyvan Farahani & Ron Kikinis & Andrey Fedorov & Hugo J. W. L. Aerts, 2024. "End-to-end reproducible AI pipelines in radiology using the cloud," Nature Communications, Nature, vol. 15(1), pages 1-9, December.
- Pablo García-Risueño, 2025. "Historical Simulation Systematically Underestimates the Expected Shortfall," JRFM, MDPI, vol. 18(1), pages 1-12, January.
- Lauren L. Porter & Allen K. Kim & Swechha Rimal & Loren L. Looger & Ananya Majumdar & Brett D. Mensh & Mary R. Starich & Marie-Paule Strub, 2022. "Many dissimilar NusG protein domains switch between α-helix and β-sheet folds," Nature Communications, Nature, vol. 13(1), pages 1-12, December.
- Oren Amsalem & Hidehiko Inagaki & Jianing Yu & Karel Svoboda & Ran Darshan, 2024. "Sub-threshold neuronal activity and the dynamical regime of cerebral cortex," Nature Communications, Nature, vol. 15(1), pages 1-17, December.
- Matthew Rosenblatt & Link Tejavibulya & Rongtao Jiang & Stephanie Noble & Dustin Scheinost, 2024. "Data leakage inflates prediction performance in connectome-based machine learning models," Nature Communications, Nature, vol. 15(1), pages 1-15, December.
- Sayedali Shetab Boushehri & Katharina Essig & Nikolaos-Kosmas Chlis & Sylvia Herter & Marina Bacac & Fabian J. Theis & Elke Glasmacher & Carsten Marr & Fabian Schmich, 2023. "Explainable machine learning for profiling the immunological synapse and functional characterization of therapeutic antibodies," Nature Communications, Nature, vol. 14(1), pages 1-16, December.
- Christian Bongiorno, 2020. "Bootstraps Regularize Singular Correlation Matrices," Working Papers hal-02536278, HAL.
- Lassance, Nathan & Vrins, Frédéric, 2021.
"Portfolio selection with parsimonious higher comoments estimation,"
Journal of Banking & Finance, Elsevier, vol. 126(C).
- Lassance, Nathan & Vrins, Frédéric, 2021. "Portfolio selection with parsimonious higher comoments estimation," LIDAM Reprints LFIN 2021005, Université catholique de Louvain, Louvain Finance (LFIN).
- Arbia, Giuseppe & Bramante, Riccardo & Facchinetti, Silvia & Zappa, Diego, 2018. "Modeling inter-country spatial financial interactions with Graphical Lasso: An application to sovereign co-risk evaluation," Regional Science and Urban Economics, Elsevier, vol. 70(C), pages 72-79.
- Tae-Hwy Lee & Ekaterina Seregina, 2024.
"Optimal Portfolio Using Factor Graphical Lasso,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 670-695.
- Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Ekaterina Seregina, 2023. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202302, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0262417. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.