Random matrix improved covariance estimation for a large class of metrics - Université Grenoble Alpes
Article Dans Une Revue Journal of Statistical Mechanics: Theory and Experiment Année : 2020

Dates et versions

hal-03273070 , version 1 (28-06-2021)

Identifiants

Citer

Malik Tiomoko, Florent Bouchard, Guillaume Ginolhac, Romain Couillet. Random matrix improved covariance estimation for a large class of metrics. Journal of Statistical Mechanics: Theory and Experiment, 2020, 2020 (12), pp.124011. ⟨10.1088/1742-5468/abcaf2⟩. ⟨hal-03273070⟩
66 Consultations
0 Téléchargements

Altmetric

Partager

More