Geodesically Parameterized Covariance Estimation (Q4986827): Difference between revisions

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+Differentiable Piecewise-Bézier Surfaces on Riemannian Manifolds
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+Information geometry and its applications
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+A method for interpolating on manifolds structural dynamics reduced-order models
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+An Online Method for Interpolating Linear Parametric Reduced-Order Models
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+Riemannian Metric and Geometric Mean for Positive Semidefinite Matrices of Fixed Rank
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Statistics for Spatial Data
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+Information projections revisited
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+Matrix Nearness Problems with Bregman Divergences
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+Optimal shrinkage of eigenvalues in the spiked covariance model
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+The Geometry of Algorithms with Orthogonality Constraints
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+Sparse inverse covariance estimation with the graphical lasso
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Nonlinear shrinkage estimation of large-dimensional covariance matrices
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+Optimal estimation of a large-dimensional covariance matrix under Stein's loss
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+Derivatives of Spectral Functions
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+An Introduction to Computational Stochastic PDEs
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
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+A Riemannian framework for tensor computing
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+Covariance, subspace, and intrinsic Crame/spl acute/r-Rao bounds
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+Lectures on the theory of estimation of many parameters
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+A Riemannian geometry with complete geodesics for the set of positive semidefinite matrices of fixed rank
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+Local polynomial regression for symmetric positive definite matrices
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