Search Results for author: Carel F. W. Peeters

Found 5 papers, 4 papers with code

The Spectral Condition Number Plot for Regularization Parameter Determination

1 code implementation14 Aug 2016 Carel F. W. Peeters, Mark A. van de Wiel, Wessel N. van Wieringen

Many modern statistical applications ask for the estimation of a covariance (or precision) matrix in settings where the number of variables is larger than the number of observations.

Vocal Bursts Type Prediction

Ridge Estimation of Inverse Covariance Matrices from High-Dimensional Data

1 code implementation4 Mar 2014 Wessel N. van Wieringen, Carel F. W. Peeters

We study ridge estimation of the precision matrix in the high-dimensional setting where the number of variables is large relative to the sample size.

Methodology

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