Discovering sparse covariance structures with the isomap

Journal of Computational and Graphical Statistics

Volumn 18, Issue 4, 2009, Pages 551-572

  Wagaman, A S ^a   Levina, E ^b  

^a AMHERST COLLEGE   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Covariance estimation; High dimension low sample size; Large p small n; Manifold projections; Regularization; Sparsity

Indexed keywords

EID: 82655167286     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1198/jcgs.2009.08021     Document Type: Article

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