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Regularized M-Estimators of the Covariance Matrix

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Intermediate
Language
English
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Keywords
Estimation methods
Covariance estimation
Regularization
M-estimators
Authors
Esa Ollila
Date
DOI
https://dx.doi.org/10.17023/bfc2-9k73
Duration
3:49:49
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Gaussian Processes for Signal Processing

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Advanced
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English
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Keywords
Signal processing analysis
Gaussian processes
Gaussian distribution
probabilistic inference
Parametric models
Non-parametric models
Short-time fourier transform (STFT)
Gaussion process approximations
Statistical machine learning
Time-frequency analysis
Nonlinear regression
Deep gaussian processing
2016 IEEE International Workshop on Machine Learning for Signal Processing
MLSP 2016
Authors
Richard E. Turner
Date
DOI
https://dx.doi.org/10.17023/5xs6-6863
Duration
1:08:26
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