Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701): Difference between revisions

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Latest revision as of 20:53, 18 April 2024

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Stable estimation of a covariance matrix guided by nuclear norm penalties
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    Stable estimation of a covariance matrix guided by nuclear norm penalties (English)
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    23 November 2018
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    covariance estimation
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    regularization
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    condition number
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    discriminant analysis
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    EM clustering
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