M-Estimators of Scatter with Eigenvalue Shrinkage.

Esa Ollila Daniel P. Palomar Frédéric Pascal

Published in: ICASSP (2020)

Keyphrases

covariance matrix
denoising
image denoising
least squares
variance estimator
analytical expressions
information systems
confidence intervals
contingency tables
von mises
eigenvalue problems
neural network
perturbation theory
asymptotic properties
correlation matrix
probabilistic model
artificial intelligence