$Covariance estimation for distributions with $2+\varepsilon$ moments$

Covariance estimation for distributions with $2+\varepsilon$ moments

14 June 2011

Roman Vershynin

Papers citing "Covariance estimation for distributions with $2+\varepsilon$ moments"

2 / 2 papers shown

Title
Linearized Wasserstein Barycenters: Synthesis, Analysis, Representational Capacity, and Applications Matthew Werenski Brendan Mallery Shuchin Aeron James M. Murphy 55 0 0 31 Oct 2024
How close is the sample covariance matrix to the actual covariance matrix? Roman Vershynin 110 286 0 20 Apr 2010