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Covariance Estimation for Matrix-valued Data

Covariance Estimation for Matrix-valued Data

11 April 2020
Yichi Zhang
Weining Shen
Dehan Kong
ArXivPDFHTML

Papers citing "Covariance Estimation for Matrix-valued Data"

3 / 3 papers shown
Title
Robust covariance estimation and explainable outlier detection for
  matrix-valued data
Robust covariance estimation and explainable outlier detection for matrix-valued data
Marcus Mayrhofer
Una Radojivcić
Peter Filzmoser
26
0
0
06 Mar 2024
Quantized Low-Rank Multivariate Regression with Random Dithering
Quantized Low-Rank Multivariate Regression with Random Dithering
Junren Chen
Yueqi Wang
Michael Kwok-Po Ng
27
4
0
22 Feb 2023
A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust
  Low-Rank Matrix Recovery
A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery
Jianqing Fan
Weichen Wang
Ziwei Zhu
49
96
0
28 Mar 2016
1