Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data.
T. Tony CaiAnru ZhangPublished in: J. Multivar. Anal. (2016)
Keyphrases
- incomplete data
- covariance matrices
- estimation problems
- covariance matrix
- high dimensional
- estimation error
- missing values
- maximum likelihood
- em algorithm
- learning bayesian networks
- missing data
- worst case
- bayesian networks
- vector space
- gaussian mixture model
- hyperparameters
- incomplete data sets
- parameter estimation
- similarity search
- gaussian distribution
- distance measure
- feature vectors
- gaussian mixture
- high dimensional data
- machine learning
- feature space
- optimal solution
- low dimensional
- dimensionality reduction
- nearest neighbor
- objective function
- multivariate normal
- computer vision