Optimal recovery of precision matrix for Mahalanobis distance from high-dimensional noisy observations in manifold learning (Q5878237)
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scientific article; zbMATH DE number 7655441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal recovery of precision matrix for Mahalanobis distance from high-dimensional noisy observations in manifold learning |
scientific article; zbMATH DE number 7655441 |
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Optimal recovery of precision matrix for Mahalanobis distance from high-dimensional noisy observations in manifold learning (English)
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20 February 2023
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Mahalanobis distance
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large \(p\) large \(n\)
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optimal shrinkage
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precision matrix
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