Active covariance estimation by random sub-sampling of variables.
Eduardo PavezAntonio OrtegaPublished in: CoRR (2018)
Keyphrases
- importance sampling
- robust estimation
- sampled data
- variable selection
- estimation error
- random samples
- monte carlo
- sampling strategies
- probabilistic model
- sampling algorithm
- accurate estimation
- uniformly distributed
- covariance matrices
- randomly generated
- density estimation
- covariance matrix
- sample size
- random variables