Optimal Recovery of Precision Matrix for Mahalanobis Distance from High Dimensional Noisy Observations in Manifold Learning

DOI10.1093/IMAIAI/IAAC010zbMath1524.62626arXiv1904.09204MaRDI QIDQ6317471

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

Publication date: 19 April 2019

Mathematics Subject Classification ID

Statistics on manifolds (62R30)

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