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Minimax optimal estimation of general bandable covariance matrices.
Lingzhou Xue
Hui Zou
Published in:
J. Multivar. Anal. (2013)
Keyphrases
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covariance matrices
covariance matrix
special case
estimation problems
worst case
maximum likelihood
distance measure
optimal solution
estimation error
multi class
machine learning
gaussian mixture model
feature vectors
closed form
gaussian distribution
lower bound
riemannian manifolds