Covariance Estimation for High Dimensional Data Vectors Using the Sparse Matrix Transform - researchr publication related

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Guangzhi Cao, Charles A. Bouman. Covariance Estimation for High Dimensional Data Vectors Using the Sparse Matrix Transform. In Daphne Koller, Dale Schuurmans, Yoshua Bengio, Léon Bottou, editors, Advances in Neural Information Processing Systems 21, Proceedings of the Twenty-Second Annual Conference on Neural Information Processing Systems, Vancouver, British Columbia, Canada, December 8-11, 2008. pages 225-232, MIT Press, 2008. [doi]

The following publications are possibly variants of this publication:

The Sparse Matrix Transform for Covariance Estimation and Analysis of High Dimensional SignalsGuangzhi Cao, Leonardo R. Bachega, Charles A. Bouman. TIP, 20(3):625-640, 2011. [doi]

Classification of high-dimensional data using the Sparse Matrix TransformLeonardo R. Bachega, Charles A. Bouman. icip 2010: 265-268 [doi]

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