The role of the isotonizing algorithm in Stein's covariance matrix estimator.
Brett NaulBala RajaratnamDario VincenziPublished in: Comput. Stat. (2016)
Keyphrases
- covariance matrix
- k means
- geometrical interpretation
- eigendecomposition
- search space
- objective function
- estimation error
- simulated annealing
- distance metric
- parameter estimation
- correlation matrix
- spectral clustering
- optimization algorithm
- machine learning
- worst case
- optimal solution
- feature extraction
- genetic algorithm