Low-Rank Structured Covariance Matrix Estimation.
Azer P. ShikhalievLee C. PotterYuejie ChiPublished in: IEEE Signal Process. Lett. (2019)
Keyphrases
- covariance matrix
- low rank
- eigendecomposition
- missing data
- covariance matrices
- convex optimization
- linear combination
- matrix factorization
- rank minimization
- singular value decomposition
- low rank matrix
- principal component analysis
- kernel matrix
- regularized regression
- high dimensional data
- sample size
- semi supervised
- high order
- maximum likelihood estimation
- objective function
- small number
- singular values
- pattern recognition
- image processing
- collaborative filtering
- random projections
- evolutionary algorithm
- data analysis
- clustering algorithm