The Sparse Matrix Transform for Covariance Estimation and Analysis of High Dimensional Signals

DOI10.1109/TIP.2010.2071390MaRDI QIDQ5369985zbMATH OpenOpenAlexWikidataFDO

Authors Guangzhi Cao, Leonardo R. Bachega, Charles A. Bouman

Publication date 19 October 2017

Published in IEEE Transactions on Image Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tip.2010.2071390

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Application of orthogonal and other special functions (94A11)

Cited in

(4)

• Covariance and precision matrix estimation for high-dimensional time series
• Sparse matrix transform based weight updating in partial least squares regression
• Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
• Variable metric evolution strategies by mutation matrix adaptation

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