Regularized covariance estimation in scaled Gaussian models

Keyphrases

• Gaussian Model 100%
• Covariance Estimation 100%
• Positive Definite Matrix 100%
• Matrix Shrinkage 100%
• Numerical Simulation 50%
• Unified Framework 50%
• Asymptotically Optimal 50%
• Maximum Likelihood Estimation 50%
• Elliptical Distribution 50%
• Non-convexity 50%
• Convexity 50%
• Maximum Likelihood 50%
• Gaussian Process 50%
• Finite Sample Performance 50%
• Identity Matrix 50%
• Spherically Invariant Random Vector 50%
• Hidden Convexity 50%
• Nonconvex Penalty 50%
• Compound Gaussian 50%
• Diagonal Matrix 50%

Mathematics

• Gaussian Distribution 100%
• Covariance 100%
• Positive Definite Matrix 100%
• Manifold 50%
• Elliptical Distribution 50%
• Regularization 50%
• Maximum Likelihood 50%
• Gaussian Process 50%
• Random Vector 50%
• Diagonalmatrix 50%
• Identitymatrix 50%
• Computer Simulation 50%
• Maximum Likelihood Estimate 50%