Sparse and Low-Rank Covariance Matrix Estimation

Shenglong Zhou; Naihua Xiu; Ziyan Luo; Lingchen Kong

doi:10.1007/s40305-014-0058-7

ScienceGate Book Chapters

JOURNAL ARTICLE

Sparse and Low-Rank Covariance Matrix Estimation

Shenglong Zhou Naihua Xiu Ziyan Luo Lingchen Kong

Year: 2014 Journal: Journal of the Operations Research Society of China Vol: 3 (2)Pages: 231-250 Publisher: Springer Science+Business Media

DOI: 10.1007/s40305-014-0058-7

Get Full-Text PDF Get Analytical Report

Keywords:

Matrix norm Mathematics Estimator Covariance Rank (graph theory) Combinatorics Dimension (graph theory) Norm (philosophy) Covariance matrix Rate of convergence Estimation of covariance matrices Population Applied mathematics Mathematical optimization Statistics Computer science Eigenvalues and eigenvectors

Metrics

Cited By

0.95

FWCI (Field Weighted Citation Impact)

Refs

0.77

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Sparse and Compressive Sensing Techniques

Physical Sciences → Engineering → Computational Mechanics

Direction-of-Arrival Estimation Techniques

Physical Sciences → Computer Science → Signal Processing

Random Matrices and Applications

Physical Sciences → Mathematics → Statistics and Probability

Sparse and Low-Rank Covariance Matrix Estimation

Metrics

Citation History

Topics

Related Documents

Low-Rank Structured Covariance Matrix Estimation

Sparse and low-rank decomposition of covariance matrix for efficient DOA estimation

Improved sparse low-rank matrix estimation

Distributed Sparse Covariance Matrix Estimation

Robust Covariance Matrix Estimation in Heterogeneous Low Rank Context