Robust mean and covariance matrix estimation under heterogeneous mixed-effects model with missing values.
Alexandre Hippert-FerrerMohammed Nabil El KorsoArnaud BreloyGuillaume GinolhacPublished in: Signal Process. (2021)
Keyphrases
- covariance matrix
- missing values
- mixed effects
- missing data
- probabilistic model
- parameter estimation
- missing information
- pattern recognition
- hierarchical structure
- objective function
- decision trees
- closed form
- probability density function
- estimation error
- covariance matrices
- random effects
- multivariate gaussian
- neural network