Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable estimation of a covariance matrix guided by nuclear norm penalties |
scientific article |
Statements
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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