Shrinkage Algorithms for MMSE Covariance Estimation

27 July 2009

Papers citing "Shrinkage Algorithms for MMSE Covariance Estimation"

6 / 6 papers shown

Title
Scalable Geometric Learning with Correlation-Based Functional Brain Networks Kisung You Yelim Lee Hae-Jeong Park 54 0 0 31 Mar 2025
Analysis of a multi-target linear shrinkage covariance estimator Benoit Oriol 86 0 0 13 Mar 2025
Wrapped Gaussian on the manifold of Symmetric Positive Definite Matrices Thibault de Surrel Fabien Lotte Sylvain Chevallier Florian Yger 81 1 0 03 Feb 2025
Schur's Positive-Definite Network: Deep Learning in the SPD cone with structure Can Pouliquen Mathurin Massias Titouan Vayer 98 0 0 13 Jun 2024
Ledoit-Wolf linear shrinkage with unknown mean Benoit Oriol Alexandre Miot 27 3 0 14 Apr 2023
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 89 1,384 0 13 Mar 2008