Search Results for author: Guangzhi Cao

Found 1 papers, 0 papers with code

Covariance Estimation for High Dimensional Data Vectors Using the Sparse Matrix Transform

no code implementations NeurIPS 2008 Guangzhi Cao, Charles Bouman

Using this framework, the covariance can be efficiently estimated using greedy minimization of the log likelihood function, and the number of Givens rotations can be efficiently computed using a cross-validation procedure.

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