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Recovery of spectrum from estimated covariance matrices and statistical
  kernels for machine learning and big data

Recovery of spectrum from estimated covariance matrices and statistical kernels for machine learning and big data

25 April 2018
S. Amsalu
Juntao Duan
H. Matzinger
Ionel Popescu
ArXiv (abs)PDFHTML

Papers citing "Recovery of spectrum from estimated covariance matrices and statistical kernels for machine learning and big data"

3 / 3 papers shown
Title
Normal approximation and concentration of spectral projectors of sample
  covariance
Normal approximation and concentration of spectral projectors of sample covariance
V. Koltchinskii
Karim Lounici
63
70
0
28 Apr 2015
Optimal Shrinkage of Singular Values
Optimal Shrinkage of Singular Values
M. Gavish
D. Donoho
127
182
0
29 May 2014
Regularized estimation of large covariance matrices
Regularized estimation of large covariance matrices
Peter J. Bickel
Elizaveta Levina
402
1,386
0
13 Mar 2008
1