Compressed covariance estimation with automated dimension learning (Q2300095)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compressed covariance estimation with automated dimension learning |
scientific article |
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Compressed covariance estimation with automated dimension learning (English)
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24 February 2020
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compressed sensing
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dimension reduction
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low-rank
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factor model
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spiked covariance models
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SURE
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Stein's unbiased risk estimation theory
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