Sparse estimation of high-dimensional correlation matrices.
Ying CuiChenlei LengDefeng SunPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- high dimensional
- sparse data
- low dimensional
- estimation problems
- generalized linear models
- dimensionality reduction
- correlation matrix
- similarity search
- coefficient matrix
- correlation function
- high dimensionality
- sparse matrix
- sparse coding
- regression model
- additive models
- high dimension
- feature space
- accurate estimation
- dense motion estimation
- correlation coefficient
- metric space
- dimension reduction
- high dimensional data
- multi dimensional
- data sets
- variable selection
- intrinsic dimensionality
- singular value decomposition
- noisy data
- low rank approximation
- sparse representation
- parameter estimation
- regularized regression