arXiv:1012.0294v3 [math.PR] 30 OctSharp bounds on the rate of convergence of the empirical covariance matrix∗ Radoslaw ADAMCZAK†

Source URL: perso-math.univ-mlv.fr

Submitted to the Annals of Statistics SUPPLEMENT TO “OPTIMAL RATES OF CONVERGENCE FOR SPARSE COVARIANCE MATRIX ESTIMATION” By T. Tony Cai

Source URL: www.stat.yale.edu

SCMF: Sparse Covariance Matrix Factorization for Collaborative Filtering Jianping Shi† Naiyan Wang‡ Yang Xia† Dit-Yan Yeung‡ Irwin King† Jiaya Jia† Department of Computer Science and Engineering, The Chinese

Source URL: shijianping.me

• Algebra
• Statistics
• Mathematics
• Linear algebra
• Matrix theory
• Covariance and correlation
• Probability distributions
• Stable distributions
• Covariance
• Kalman filter
• Non-negative matrix factorization
• Normal distribution

Bernstein-von Mises Theorems for Functionals of Covariance Matrix ∗ Chao Gao and Harrison H. Zhou Yale University November 30, 2014

Source URL: www.stat.yale.edu

Name：Risa Uechi Title：Boston University, Center for Polymer Studies, Department of Physics Institute: Bioinformatics Center (Akutsu Laboratory), Kyoto University Institute for Chemical Research; Kyoto, Uji, Gokasho 6

Source URL: www.bic.kyoto-u.ac.jp

• Algebra
• Mathematics
• Linear algebra
• Covariance and correlation
• Mathematical physics
• Multivariate statistics
• Independence
• Correlation and dependence
• Eigenvalues and eigenvectors
• Matrix
• Partial correlation
• Random matrix

Supplementary materials for this article are available at http://pubs.amstat.org/toc/jcgsLarge Gaussian Covariance Matrix Estimation With Markov Structures Xinwei D ENG and Ming Y UAN Covariance matrix estimation

Source URL: pages.stat.wisc.edu

Law of Log Determinant of Sample Covariance Matrix and Optimal Estimation of Differential Entropy for High-Dimensional Gaussian Distributions T. Tony Cai1 , Tengyuan Liang1 , and Harrison H. Zhou2 Abstract

Source URL: www.stat.yale.edu

Submitted to the Annals of Statistics OPTIMAL RATES OF CONVERGENCE FOR SPARSE COVARIANCE MATRIX ESTIMATION By T. Tony Cai

Source URL: www.stat.yale.edu

Adaptive covariance matrix estimation through block thresholding

Source URL: pages.stat.wisc.edu

Matrix Factorization and Collaborative Filtering Daryl Lim University of California, San Diego February 7, 2013

Source URL: acsweb.ucsd.edu

• Algebra
• Linear algebra
• Mathematics
• Multivariate statistics
• Matrix theory
• Covariance and correlation
• Dimension reduction
• Principal component analysis
• Non-negative matrix factorization
• Matrix
• Covariance matrix
• Singular value decomposition