Rate Optimal Estimation for High Dimensional Spatial Covariance Matrices.
Yi LiAidong Adam DingJennifer G. DyPublished in: ACML (2017)
Keyphrases
- covariance matrices
- estimation problems
- high dimensional
- covariance matrix
- estimation error
- maximum likelihood
- vector space
- distance measure
- gaussian mixture model
- low dimensional
- similarity search
- gaussian distribution
- data points
- optimal solution
- sample size
- bayesian networks
- kernel function
- euclidean space
- principal component analysis
- feature vectors