Low-rank multi-parametric covariance identification
Abstract We propose a differential geometric approach for building families of low-rank covariance matrices, via interpolation on low-rank matrix manifolds. In contrast with standard parametric covariance classes, these families offer significant flexibility for problem-specific tailo...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Netherlands
2022
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| Online Access: | https://hdl.handle.net/1721.1/139835 |