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A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data.
Kshitij Khare
Sang-Yun Oh
Syed Rahman
Bala Rajaratnam
Published in:
Mach. Learn. (2019)
Keyphrases
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covariance matrices
high dimensional
data sets
data points
training data
dimensionality reduction
high dimensional data
prior knowledge
covariance matrix
supervised learning
gaussian distribution
learning tasks
training samples
maximum likelihood
query processing
feature selection
learning algorithm