Covariance Matrix Estimation With Non Uniform and Data Dependent Missing Observations.
Eduardo PavezAntonio OrtegaPublished in: IEEE Trans. Inf. Theory (2021)
Keyphrases
- covariance matrix
- data dependent
- estimation error
- covariance matrices
- sample size
- principal component analysis
- objective function
- geometrical interpretation
- special case
- missing data
- parameter estimation
- hash functions
- machine learning
- scale space
- energy functional
- feature extraction
- reproducing kernel hilbert space