Regularized covariance estimation in scaled Gaussian models

2011 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2011

Volumn , Issue , 2011, Pages 309-312

  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;

NUMBER THEORY; OPTIMIZATION; SAMPLING; SENSORS; SHRINKAGE;

ESTIMATION;

EID: 84857184729     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CAMSAP.2011.6136012     Document Type: Conference Paper

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