Formation, Innovation, International, Recherche
DATAIA Seminar | « Linear pooling of sample covariance matrices » - Esa Ollila
… reduction in estimation error when sample sizes are limited and/or when at least some of the true class covariance … share similar structure. We develop an effective method for estimating the optimal weighs in the case that the true … can be used in choosing the regularization parameters for multiple target matrices in a single class covariance …Article publié le: