Dimension-free Structured Covariance Estimation

15 February 2024

Papers citing "Dimension-free Structured Covariance Estimation"

5 / 5 papers shown

Title
Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation V. Spokoiny 55 22 0 23 Apr 2022
Kronecker Sum Decompositions of Space-Time Data Kristjan Greenewald Theodoros Tsiligkaridis Alfred Hero 56 25 0 27 Jul 2013
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 175 1,272 0 20 Jan 2009
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 225 874 0 21 Nov 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 282 1,385 0 13 Mar 2008