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Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes.
Huitong Qiu
Sheng Xu
Fang Han
Han Liu
Brian Caffo
Published in:
ICML (2015)
Keyphrases
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robust estimation
heavy tailed
transition matrices
high dimensional
least squares
markov decision processes
generalized gaussian
dimensionality reduction
high dimensionality
motion field
computer vision
feature space
high dimensional data
stochastic processes
data mining