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On confidence intervals for precision matrices and the eigendecomposition of covariance matrices.
Teodora Popordanoska
Aleksei Tiulpin
Wacha Bounliphone
Matthew B. Blaschko
Published in:
CoRR (2022)
Keyphrases
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eigendecomposition
covariance matrix
confidence intervals
covariance matrices
sample size
model selection
principal component analysis
hyperparameters
markov chain
upper bound
decision trees
maximum likelihood
worst case
closed form
np hard
lower bound
reinforcement learning