Optimal shrinkage estimator for high-dimensional mean vector.
Taras BodnarOstap OkhrinNestor ParolyaPublished in: J. Multivar. Anal. (2019)
Keyphrases
- high dimensional
- least squares
- worst case
- conditional expectation
- maximum likelihood
- dynamic programming
- motion estimation
- optimal solution
- denoising
- data sets
- reinforcement learning
- image denoising
- high dimensionality
- feature vectors
- low dimensional
- similarity search
- microarray data
- optimal control
- confidence intervals
- error estimation
- learning algorithm