Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data.
Xinyu QiJinru WangXiaochen ZengPublished in: Int. J. Wavelets Multiresolution Inf. Process. (2022)
Keyphrases
- missing data
- covariance matrices
- high dimensional
- covariance matrix
- missing values
- maximum likelihood
- incomplete data
- structure from motion
- low rank
- matrix factorization
- low dimensional
- worst case
- dimensionality reduction
- optimal solution
- distance measure
- sparse coding
- vector space
- gaussian distribution
- similarity search
- gaussian mixture
- nearest neighbor
- pairwise
- support vector
- data points
- computer vision
- gaussian mixture model
- data analysis
- machine learning
- principal component analysis
- feature space