Gaussian approximations in high dimensional estimation.
Vivek S. BorkarRaaz DwivediNeeraja SahasrabudhePublished in: Syst. Control. Lett. (2016)
Keyphrases
- regression model
- high dimensional
- estimation problems
- multi dimensional
- low dimensional
- closed form
- variable selection
- similarity search
- maximum likelihood
- dimensionality reduction
- nearest neighbor
- parameter estimation
- data points
- correlation function
- graphical models
- feature space
- gaussian distribution
- estimation algorithm
- efficient computation
- sparse data
- accurate estimation
- estimation accuracy
- gaussian model
- high dimensional problems