Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701)
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scientific article
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| English | Stable estimation of a covariance matrix guided by nuclear norm penalties |
scientific article |
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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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0.8061065077781677
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0.7958090901374817
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0.7917654514312744
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0.7878021597862244
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0.7755944728851318
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