More powerful tests for sparse high-dimensional covariances matrices.
Liuhua PengSong Xi ChenWen ZhouPublished in: J. Multivar. Anal. (2016)
Keyphrases
- high dimensional
- sparse data
- covariance matrices
- low dimensional
- similarity search
- covariance matrix
- high dimensional data
- high dimensionality
- coefficient matrix
- data points
- sparse matrix
- nearest neighbor
- dimensionality reduction
- metric space
- original data
- variable selection
- dimension reduction
- sparse coding
- input space
- multi dimensional
- generalized linear models
- microarray data
- singular value decomposition
- positive definite
- binary matrices
- high level
- manifold learning
- vector space
- high dimension
- semi supervised
- additive models