Estimation of Covariance Matrix Distances in the High Dimension Low Sample Size Regime.
Malik TiomokoRomain CouilletPublished in: CAMSAP (2019)
Keyphrases
- sample size
- high dimension
- covariance matrix
- small sample
- estimation error
- covariance matrices
- real valued
- model selection
- worst case
- hyperparameters
- input space
- high dimensional
- random sampling
- progressive sampling
- upper bound
- parameter estimation
- high dimensional data
- feature space
- feature selection
- random variables
- least squares
- evolutionary algorithm