Learning Sparse Covariance Patterns for Natural Scenes Liwei Wang† † Yin Li‡

Source URL: www.cse.cuhk.edu.hk

• Covariance and correlation
• Machine learning
• Multivariate statistics
• Algebra of random variables
• Covariance
• Principal component analysis
• Feature learning
• Sparse approximation
• Correlation and dependence
• Pattern recognition

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

GAUSSIAN FIELDS Notes for Lectures Ofer Zeitouni Department of Mathematics Weizmann Institute, Rehovot 76100, Israel and

Source URL: www.wisdom.weizmann.ac.il

• Stochastic processes
• Algebra of random variables
• Hilbert space
• Estimation theory
• KarhunenLove theorem
• Signal processing
• Gaussian free field
• Multivariate random variable
• Reproducing kernel Hilbert space
• Covariance
• Normal distribution
• Gaussian function

Minimax and Adaptive Estimation of Covariance Operator for Random Variables Observed on a Lattice Graph T. Tony Cai∗ and Ming Yuan† University of Pennsylvania and Georgia Institute of Technology November 3, 2012

Source URL: pages.stat.wisc.edu

andom Fields 2 Outline · Covariance of non-normal data - Continuous but not normal - Ordinal

Source URL: sachaepskamp.com

Regularized estimation of large covariance matrices

Source URL: dept.stat.lsa.umich.edu

Sparse estimation of large covariance matrices via a nested Lasso penalty

Source URL: dept.stat.lsa.umich.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

Optimizing the Input Covariance for MIMO Channels Alex J. Grant Leif W. Hanlen

Source URL: ita.ucsd.edu