C-ISTA: Iterative Shrinkage-Thresholding Algorithm for Sparse Covariance Matrix Estimation.
Wenfu XiaZiping ZhaoYing SunPublished in: SSP (2023)
Keyphrases
- covariance matrix
- thresholding algorithm
- estimation error
- covariance matrices
- principal component analysis
- sample size
- correlation matrix
- gaussian mixture
- eigenvalues and eigenvectors
- geometrical interpretation
- mahalanobis distance
- positive definite
- eigendecomposition
- objective function
- sparse representation
- soft thresholding
- pseudo inverse
- symmetric matrix
- cma es
- class conditional densities
- image denoising
- parameter estimation
- random projections
- gaussian distribution
- distance measure
- denoising
- high dimensional
- genetic algorithm