Optimal recovery of precision matrix for Mahalanobis distance from high-dimensional noisy observations in manifold learning

DOI10.1093/IMAIAI/IAAC010OpenAlexW4290075572MaRDI QIDQ5878237

Pei-Chun Su, Ronen Talmon, Matan Gavish, Hau-Tieng Wu

Publication date: 20 February 2023

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.09204

zbMATH Keywords

precision matrix Mahalanobis distance optimal shrinkage large \(p\) large \(n\)

Mathematics Subject Classification ID

Statistics on manifolds (62R30)

This page was built for publication: Optimal recovery of precision matrix for Mahalanobis distance from high-dimensional noisy observations in manifold learning