High-dimensional sparse covariance estimation for random signals.
Ahmed O. NasifZhi TianQing LingPublished in: ICASSP (2013)
Keyphrases
- high dimensional
- sparse data
- signal reconstruction
- generalized linear models
- low dimensional
- compressive sensing
- sparse coding
- estimation problems
- high dimension
- dimensionality reduction
- additive models
- estimation algorithm
- high dimensionality
- signal processing
- regression model
- high dimensional data
- similarity search
- variable selection
- covariance matrix
- dimension reduction
- input space
- metric space
- neural network
- microarray data
- sparse representation
- kernel function
- data sets
- knn
- nearest neighbor
- dense motion estimation
- parameter space
- feature space
- data points
- small sample size
- spectral analysis
- principal component analysis
- accurate estimation
- natural images
- blind source separation
- non stationary
- density estimation