Optimal recovery of precision matrix for Mahalanobis distance from high-dimensional noisy observations in manifold learning (Q5878237): Difference between revisions

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scientific article; zbMATH DE number 7655441
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Optimal recovery of precision matrix for Mahalanobis distance from high-dimensional noisy observations in manifold learning
scientific article; zbMATH DE number 7655441

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    Optimal recovery of precision matrix for Mahalanobis distance from high-dimensional noisy observations in manifold learning (English)
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    20 February 2023
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    Mahalanobis distance
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    large \(p\) large \(n\)
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    optimal shrinkage
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    precision matrix
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