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Covariance matrix
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#	Item
41	arXiv:1012.0294v3 [math.PR] 30 OctSharp bounds on the rate of convergence of the empirical covariance matrix∗ Radoslaw ADAMCZAK† Add to Reading List Source URL: perso-math.univ-mlv.fr Language: English - Date: 2012-11-17 23:19:46
42	Submitted to the Annals of Statistics SUPPLEMENT TO “OPTIMAL RATES OF CONVERGENCE FOR SPARSE COVARIANCE MATRIX ESTIMATION” By T. Tony Cai Add to Reading List Source URL: www.stat.yale.edu Language: English - Date: 2012-03-27 11:29:08
43	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 Add to Reading List Source URL: shijianping.me Language: English - Date: 2013-04-24 04:04:56 Algebra Statistics Mathematics Linear algebra Matrix theory Covariance and correlation Probability distributions Stable distributions Covariance Kalman filter Non-negative matrix factorization Normal distribution
44	Bernstein-von Mises Theorems for Functionals of Covariance Matrix ∗ Chao Gao and Harrison H. Zhou Yale University November 30, 2014 Add to Reading List Source URL: www.stat.yale.edu Language: English - Date: 2014-12-11 10:58:47
45	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 Add to Reading List Source URL: www.bic.kyoto-u.ac.jp Language: English - Date: 2014-08-18 20:02:47 Algebra Mathematics Linear algebra Covariance and correlation Mathematical physics Multivariate statistics Independence Correlation and dependence Eigenvalues and eigenvectors Matrix Partial correlation Random matrix
46	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 Add to Reading List Source URL: pages.stat.wisc.edu Language: English - Date: 2013-01-03 18:16:52
47	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 Add to Reading List Source URL: www.stat.yale.edu Language: English - Date: 2013-08-28 16:43:24
48	Submitted to the Annals of Statistics OPTIMAL RATES OF CONVERGENCE FOR SPARSE COVARIANCE MATRIX ESTIMATION By T. Tony Cai Add to Reading List Source URL: www.stat.yale.edu Language: English - Date: 2012-03-27 11:26:32
49	Adaptive covariance matrix estimation through block thresholding Add to Reading List Source URL: pages.stat.wisc.edu Language: English - Date: 2013-01-14 19:34:39
50	Matrix Factorization and Collaborative Filtering Daryl Lim University of California, San Diego February 7, 2013 Add to Reading List Source URL: acsweb.ucsd.edu Language: English - Date: 2013-02-07 10:51:41 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

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