Estimation of covariance matrices Roman Vershynin University of Michigan Asymptotic Geometric Analysis and Convexity Toronto, September 2010 - Geometric mean - Document - PDFSEARCH.IO

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	Estimation of covariance matrices Roman Vershynin University of Michigan Asymptotic Geometric Analysis and Convexity Toronto, September 2010 Add to Reading List Document Date: 2010-09-23 12:09:45 Open Document File Size: 608,25 KB Share Result on Facebook Facility Roman Vershynin University of Michigan Asymptotic Geometric Analysis / / IndustryTerm signal processing / / Organization Roman Vershynin University of Michigan Asymptotic Geometric Analysis and Convexity Toronto / / Person el Varoquaux / Roman Vershynin / / Technology genomics / / SocialTag Covariance and correlation Data analysis Probability theory Estimation of covariance matrices Covariance matrix Multivariate normal distribution Covariance Sample mean and sample covariance Principal component analysis Statistics

Estimation of covariance matrices Roman Vershynin University of Michigan Asymptotic Geometric Analysis and Convexity Toronto, September 2010Add to Reading List