Covariance prediction via convex optimization
Shane Barratt, Stephen Boyd
Topics & Concepts
CovarianceMathematicsCovariance functionAffine transformationRegular polygonEstimation of covariance matricesFunction (biology)Applied mathematicsPositive-definite matrixMathematical optimizationGaussianCovariance matrixCMA-ESAlgorithmStatisticsPure mathematicsEigenvalues and eigenvectorsQuantum mechanicsBiologyEvolutionary biologyPhysicsGeometryStatistical Methods and InferenceAdvanced Statistical Methods and ModelsFace and Expression Recognition