Riemannian Framework for Robust Covariance Matrix Estimation in Spiked Models

Florent Bouchard, Arnaud Breloy, Guillaume Ginolhac, Frédéric Pascal 0001. Riemannian Framework for Robust Covariance Matrix Estimation in Spiked Models. In 2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020. pages 5979-5983, IEEE, 2020. [doi]

Abstract

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