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Polynomial whitening for high-dimensional data (Q6178887)

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scientific article; zbMATH DE number 7734165

Language	Label	Description	Also known as
English	Polynomial whitening for high-dimensional data	scientific article; zbMATH DE number 7734165

Statements

scholarly article

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Polynomial whitening for high-dimensional data (English)

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10.1007/s00180-022-01277-6

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Jonathan Gillard

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Emily O'Riordan

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Anatoly A. Zhigljavsky

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Computational Statistics

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publication date

5 September 2023

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

whitening

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covariance

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Mahalanobis

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scatter

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generalized inverse

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00180-022-01277-6

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Weighted likelihood estimation of multivariate location and scatter

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Orthogonal simple component analysis: a new, exploratory approach

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Two-sample tests for high-dimension, strongly spiked eigenvalue models

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A survey of high dimension low sample size asymptotics

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Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations

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Foundations of Data Science

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Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

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Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation

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COPICA -- independent component analysis via copula techniques

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Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix

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Simplicial and minimal-variance distances in multivariate data analysis

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A class of Wasserstein metrics for probability distributions

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Geometric Representation of High Dimension, Low Sample Size Data

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Applied Multivariate Statistical Analysis

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Functions of Matrices

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Anderson acceleration of the alternating projections method for computing the nearest correlation matrix

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A Regularized Estimator For Linear Regression Model With Possibly Singular Covariance

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Honest confidence regions and optimality in high-dimensional precision matrix estimation

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Principal component analysis.

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Principal component analysis: a review and recent developments

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On normalization and algorithm selection for unsupervised outlier detection

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Optimal Whitening and Decorrelation

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Literature survey on low rank approximation of matrices

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A well-conditioned estimator for large-dimensional covariance matrices

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Least squares quantization in PCM

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Model-based clustering based on sparse finite Gaussian mixtures

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Adapting the ABC distance function

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Extended generalised variances, with applications

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Simplicial variances, potentials and Mahalanobis distances

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An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem

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Silhouettes: a graphical aid to the interpretation and validation of cluster analysis

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Why Are Big Data Matrices Approximately Low Rank?

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Asymptotics of empirical eigenstructure for high dimensional spiked covariance

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Efficient GMM estimation with singular system of moment conditions

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Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix

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Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations

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PCA consistency for the power spiked model in high-dimensional settings

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Bayesian nonparametric clustering for large data sets

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Mathematics(1 entry)

mardi Publication:6178887

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