Unified framework to regularized covariance estimation in scaled Gaussian models

IEEE Transactions on Signal Processing

Volumn 60, Issue 1, 2012, Pages 29-38

  Wiesel, Ami ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Covariance estimation; hidden convexity; optimization on manifolds; regularization; robust statistics

Indexed keywords

COVARIANCE ESTIMATION; HIDDEN CONVEXITY; OPTIMIZATION ON MANIFOLDS; REGULARIZATION; ROBUST STATISTICS;

CONVEX OPTIMIZATION; COVARIANCE MATRIX; GAUSSIAN DISTRIBUTION; MAXIMUM LIKELIHOOD ESTIMATION; NUMBER THEORY; OPTIMIZATION; SAMPLING; SHRINKAGE;

ESTIMATION;

EID: 84555190425     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2011.2170685     Document Type: Article

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