Robust low-rank covariance matrix estimation with a general pattern of missing values
Alexandre Hippert-Ferrer, Mohammed Nabil El Korso, Arnaud Breloy, Guillaume Ginolhac
Topics & Concepts
Missing dataCovariance matrixCovarianceCluster analysisEstimation of covariance matricesRank (graph theory)Covariance functionGaussianMathematicsComputer sciencePattern recognition (psychology)AlgorithmExpectation–maximization algorithmStatisticsArtificial intelligenceMaximum likelihoodCombinatoricsQuantum mechanicsPhysicsSparse and Compressive Sensing TechniquesRemote-Sensing Image ClassificationAdvanced Statistical Methods and Models