Covariance shrinkage for autocorrelated data.

Daniel Bartz Klaus-Robert Müller

Published in: NIPS (2014)

Keyphrases

data sets
complex data
raw data
small number
data processing
statistical analysis
training data
data structure
data analysis
data points
database
original data
data sources
synthetic data
data collection
image data
high dimensional data
information systems
prior knowledge
multiscale
feature selection