Active Sampling Count Sketch (ASCS) for Online Sparse Estimation of a Trillion Scale Covariance Matrix

Proceedings of the 2021 International Conference on Management of Data ◽

10.1145/3448016.3457327 ◽

2021 ◽

Author(s):

Zhenwei Dai ◽

Aditya Desai ◽

Reinhard Heckel ◽

Anshumali Shrivastava

Keyword(s):

Covariance Matrix ◽

Active Sampling ◽

Sparse Estimation ◽

Scale Covariance

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Faculty Opinions recommendation of A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.718350670.793493808 ◽

2014 ◽

Author(s):

Zdeněk Valenta

Keyword(s):

Functional Genomics ◽

Covariance Matrix ◽

Large Scale ◽

Covariance Matrix Estimation ◽

Matrix Estimation ◽

Scale Covariance

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Damage Detection Using Large-Scale Covariance Matrix

Structural Health Monitoring, Volume 5 - Conference Proceedings of the Society for Experimental Mechanics Series ◽

10.1007/978-3-319-04570-2_10 ◽

2014 ◽

pp. 89-97 ◽

Author(s):

Luciana Balsamo ◽

Raimondo Betti ◽

Homayoon Beigi

Keyword(s):

Damage Detection ◽

Covariance Matrix ◽

Large Scale ◽

Scale Covariance

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Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures

SSRN Electronic Journal ◽

10.2139/ssrn.2619054 ◽

2015 ◽

Author(s):

Christophe Croux ◽

Viktoria Oellerer

Keyword(s):

Covariance Matrix ◽

Rank Correlation ◽

Sparse Estimation ◽

Inverse Covariance Matrix ◽

Correlation Measures

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Bayesian Hierarchical Model for Large-Scale Covariance Matrix Estimation

Journal of Computational Biology ◽

10.1089/cmb.2006.0151 ◽

2007 ◽

Vol 14 (10) ◽

pp. 1311-1326 ◽

Author(s):

Dongxiao Zhu ◽

Alfred O. Hero III

Keyword(s):

Covariance Matrix ◽

Hierarchical Model ◽

Large Scale ◽

Bayesian Hierarchical Model ◽

Covariance Matrix Estimation ◽

Bayesian Hierarchical ◽

Matrix Estimation ◽

Scale Covariance

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Sparse estimation of a covariance matrix

10.1093/biomet/asr054 ◽

2011 ◽

Vol 98 (4) ◽

pp. 807-820 ◽

Author(s):

J. Bien ◽

R. J. Tibshirani

Keyword(s):

Covariance Matrix ◽

Sparse Estimation

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The application of sparse estimation of covariance matrix to quadratic discriminant analysis

BMC Bioinformatics ◽

10.1186/s12859-014-0443-6 ◽

2015 ◽

Vol 16 (1) ◽

Author(s):

Jiehuan Sun ◽

Hongyu Zhao

Keyword(s):

Discriminant Analysis ◽

Covariance Matrix ◽

Quadratic Discriminant Analysis ◽

Sparse Estimation

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Robust sparse estimation of multiresponse regression and inverse covariance matrix via the L2 distance

Proceedings of the 19th ACM SIGKDD international conference on Knowledge discovery and data mining - KDD '13 ◽

10.1145/2487575.2487667 ◽

2013 ◽

Author(s):

Aurelie C. Lozano ◽

Huijing Jiang ◽

Xinwei Deng

Keyword(s):

Covariance Matrix ◽

Sparse Estimation ◽

Inverse Covariance Matrix

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A DC Programming Approach for Sparse Estimation of a Covariance Matrix

Advances in Intelligent Systems and Computing - Modelling, Computation and Optimization in Information Systems and Management Sciences ◽

10.1007/978-3-319-18161-5_12 ◽

2015 ◽

pp. 131-142

Author(s):

Duy Nhat Phan ◽

Hoai An Le Thi ◽

Tao Pham Dinh

Keyword(s):

Covariance Matrix ◽

Dc Programming ◽

Programming Approach ◽

Sparse Estimation

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Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures

Recent Advances in Robust Statistics: Theory and Applications ◽

10.1007/978-81-322-3643-6_3 ◽

2016 ◽

pp. 35-55

Author(s):

Christophe Croux ◽

Viktoria Öllerer

Keyword(s):

Covariance Matrix ◽

Rank Correlation ◽

Sparse Estimation ◽

Inverse Covariance Matrix ◽

Correlation Measures

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Estimability of parameters of the covariance matrix and variance components

Optimization ◽

10.1080/02331937408842190 ◽

1974 ◽

Vol 5 (3) ◽

pp. 245-248

Author(s):

R. Pincus

Keyword(s):

Covariance Matrix ◽

Variance Components

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