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Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices.

Nayel BettacheCristina ButuceaMarianne Sorba
Published in: J. Multivar. Anal. (2022)
Keyphrases
  • vector space
  • covariance matrices
  • distance measure
  • feature vectors
  • multivariate normal
  • data sets
  • pairwise
  • maximum likelihood
  • gaussian mixture model
  • learning algorithm
  • supervised learning