D-Trace estimation of a precision matrix with eigenvalue control.

Published in: Commun. Stat. Simul. Comput. (2021)

Keyphrases

control system
control method
optimal control
precision and recall
eigenvalue problems
real time
estimation algorithm
covariance matrix
singular value decomposition
high precision
parameter estimation
least squares
average precision
control theory
hopfield neural network
perturbation theory
neural network