Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution.
Ryota YuasaTatsuya KubokawaPublished in: J. Multivar. Anal. (2020)
Keyphrases
- normal distribution
- high dimensional
- covariance matrix
- standard deviation
- random variables
- low dimensional
- probability density function
- probability distribution
- dimensionality reduction
- score distributions
- similarity search
- parameter space
- feature space
- lead time
- gaussian distribution
- singular value decomposition
- parameter estimation
- denoising
- knowledge discovery
- data points
- linear systems
- information retrieval
- angular velocity