Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching.
Miles E. LopesN. Benjamin ErichsonMichael W. MahoneyPublished in: CoRR (2019)
Keyphrases
- high dimensions
- error estimation
- covariance matrices
- covariance matrix
- maximum likelihood
- high dimensional data
- high dimensional
- model selection
- gaussian distribution
- vector space
- distance measure
- gaussian mixture model
- linear classifiers
- generalization error
- high dimensional spaces
- feature vectors
- poor quality
- gaussian mixture
- low dimensional
- objective function
- support vector machine
- riemannian manifolds
- computer vision
- sample size
- closed form
- cross validation
- sparse representation
- input data
- nearest neighbor
- data points
- decision trees