A New Statistic for Testing Covariance Equality in High-Dimensional Gaussian Low-Rank Models.
Rémi BeissonPascal ValletAudrey GiremusGuillaume GinolhacPublished in: IEEE Trans. Signal Process. (2024)
Keyphrases
- low rank
- high dimensional
- low rank matrix
- matrix factorization
- high dimensional data
- linear combination
- missing data
- singular value decomposition
- convex optimization
- probabilistic model
- dimensionality reduction
- kernel matrix
- matrix completion
- trace norm
- factorization methods
- low rank matrices
- rank minimization
- data mining
- principal component analysis
- denoising
- nearest neighbor
- data analysis