Robust low-rank covariance matrix estimation with a general pattern of missing values.
Alexandre Hippert-FerrerMohammed Nabil El KorsoArnaud BreloyGuillaume GinolhacPublished in: Signal Process. (2022)
Keyphrases
- low rank
- missing data
- missing values
- covariance matrix
- matrix completion
- rank minimization
- low rank matrix
- eigendecomposition
- data matrix
- high dimensional data
- incomplete data
- matrix factorization
- convex optimization
- linear combination
- principal component analysis
- kernel matrix
- structure from motion
- singular value decomposition
- sample size
- semi supervised
- high order
- original data
- denoising
- feature selection
- data sets