Group Symmetric Robust Covariance Estimation

DOI10.1109/TSP.2015.2486739zbMath1412.94090arXiv1412.2345MaRDI QIDQ4618108

Ami Wiesel, Dmitry Trushin, Ilya Soloveychik

Publication date: 7 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.2345

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Gaussian and robust Kronecker product covariance estimation: existence and uniqueness ⋮ Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data ⋮ Model selection in the space of Gaussian models invariant by symmetry

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