Tuning the Parameters for Precision Matrix Estimation Using Regression Analysis

Precision matrix, i.e., inverse covariance matrix, is widely used in signal processing, and often estimated from training samples. Regularization techniques, such as banding and rank reduction, can be applied to the covariance matrix or precision matrix estimation for improving the estimation accura...

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Bibliographic Details
Main Authors: Jun Tong, Jiayi Yang, Jiangtao Xi, Yanguang Yu, Philip O. Ogunbona
Format: Article
Published: IEEE 2019-01-01
Series:IEEE Access
Online Access:https://ieeexplore.ieee.org/document/8755295/