Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator.
Viet Anh NguyenDaniel KuhnPeyman Mohajerin EsfahaniPublished in: Oper. Res. (2022)
Keyphrases
- estimation error
- robust estimation
- robust estimator
- estimation algorithm
- robust optimization
- error estimation
- importance sampling
- least squares
- robust regression
- estimation accuracy
- computationally efficient
- orientation estimation
- maximum likelihood estimator
- covariance matrix
- image denoising
- principal component analysis
- denoising
- neural network
- accurate estimation
- localization method
- error estimates
- robust estimators
- dense motion estimation