Regularized estimation of large covariance matrices

First Page		Document Content
Date: 2008-05-06 21:55:48 Matrices Covariance and correlation Multivariate statistics Data analysis Summary statistics Multivariate normal distribution Covariance matrix Covariance Principal component analysis Statistics Algebra Linear algebra		Regularized estimation of large covariance matrices Add to Reading List Source URL: www.stat.berkeley.edu Download Document from Source Website File Size: 309,79 KB Share Document on Facebook

	DR. ALBERTO DAINOTTI Assistant Research Scientist, Center for Applied Internet Data Analysis (CAIDA) San Diego Supercomputer Center, University of California San Diego http://www.caida.org/~alberto/ --- DocID: 1xVLA - View Document
	BGPStream: A Software Framework for Live and Historical BGP Data Analysis Chiara Orsini 1 , Alistair King1 , Danilo Giordano2 , Vasileios Giotsas1 , Alberto Dainotti1 1 CAIDA, UC San Diego 2 DocID: 1xVAn - View Document
	MyBion Our service uses nanopore DNA sequencing coupled with real-time data analysis to help infectious disease patients. We offer physicians a better way to reach DocID: 1xUOj - View Document
	AnyChart™ Data Visualization Solutions IDS Chooses AnyChart for Its Reporting and Analysis Systems Independent Data Services DocID: 1xUb6 - View Document
	Automated Vulnerability Analysis of AC State Estimation under Constrained False Data Injection in Electric Power Systems Sicun Gao1 , Le Xie2 , Armando Solar-Lezama1 , Dimitrios Serpanos3 , and Howard Shrobe1 Abstract— DocID: 1xU8c - View Document