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 … to infinity. We also show how the proposed approach can be used in choosing the regularization parameters for multiple … matrix estimation problem. Our approach is general, and is applicable also for complex-valued data. We …Published on:
