Robust mean and covariance matrix estimation under heterogeneous mixed-effects model with missing values
A. Hippert Ferrer, Mohammed Nabil El Korso, Arnaud Breloy, Guillaume Ginolhac
Topics & Concepts
OutlierEstimatorCovariance matrixExpectation–maximization algorithmMissing dataCovarianceAlgorithmComputer scienceContext (archaeology)Data setPrincipal component analysisMathematicsMathematical optimizationStatisticsArtificial intelligenceMachine learningMaximum likelihoodBiologyPaleontologyAdvanced Statistical Methods and ModelsBlind Source Separation TechniquesStatistical Distribution Estimation and Applications