Random Matrix Improved Covariance Estimation for a Large Class of Metrics.

Malik Tiomoko Florent Bouchard Guillaume Ginolhac Romain Couillet

Published in: CoRR (2019)

Keyphrases

covariance matrix
maximum likelihood estimation
covariance matrices
estimation accuracy
information retrieval
estimation algorithm
linear algebra
genetic algorithm
pairwise
robust estimation
accurate estimation