Active Covariance Estimation by Random Sub-Sampling of Variables.
Eduardo PavezAntonio OrtegaPublished in: ICASSP (2018)
Keyphrases
- importance sampling
- continuous valued
- sampled data
- estimation error
- estimation algorithm
- log likelihood function
- sampling strategies
- variable selection
- search space
- random samples
- pairwise
- training set
- monte carlo
- covariance matrix
- random variables
- data sets
- uniformly distributed
- accurate estimation
- estimation accuracy
- model selection
- random sample
- genetic algorithm