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Structured Robust Covariance Estimation - Ami Wiesel - Bog

Bag om Structured Robust Covariance Estimation

Considers the estimation of covariance matrices in non-standard conditions including heavy-tailed distributions and outlier contamination. Prior knowledge on the structure of these matrices is exploited in order to improve the estimation accuracy.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781680830941
  • Indbinding:
  • Paperback
  • Sideantal:
  • 108
  • Udgivet:
  • 22. december 2015
  • Størrelse:
  • 233x155x11 mm.
  • Vægt:
  • 176 g.
  • 2-3 uger.
  • 12. december 2024

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  • BLACK WEEK

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Beskrivelse af Structured Robust Covariance Estimation

Considers the estimation of covariance matrices in non-standard conditions including heavy-tailed distributions and outlier contamination. Prior knowledge on the structure of these matrices is exploited in order to improve the estimation accuracy.

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