Exact and Stable Covariance Estimation From Quadratic Sampling via Convex Programming

DOI10.1109/TIT.2015.2429594zbMath1359.62181arXiv1310.0807OpenAlexW2133105246MaRDI QIDQ2977389

Yuejie Chi, Andrea J. Goldsmith, Yuxin Chen

Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.0807

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sampling theory, sample surveys (62D05) Convex programming (90C25)

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