High Dimensional Covariance Estimation is popular PDF and ePub book, written by Mohsen Pourahmadi in 2013-06-24, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, High Dimensional Covariance Estimation can be Read Online from any device for your convenience.
High Dimensional Covariance Estimation Book PDF Summary
Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and machine learning. Recently, the classical sample covariance methodologies have been modified and improved upon to meet the needs of statisticians and researchers dealing with large correlated datasets. High-Dimensional Covariance Estimation focuses on the methodologies based on shrinkage, thresholding, and penalized likelihood with applications to Gaussian graphical models, prediction, and mean-variance portfolio management. The book relies heavily on regression-based ideas and interpretations to connect and unify many existing methods and algorithms for the task. High-Dimensional Covariance Estimation features chapters on: Data, Sparsity, and Regularization Regularizing the Eigenstructure Banding, Tapering, and Thresholding Covariance Matrices Sparse Gaussian Graphical Models Multivariate Regression The book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.
Detail Book of High Dimensional Covariance Estimation PDF
- Author : Mohsen Pourahmadi
- Release : 24 June 2013
- Publisher : John Wiley & Sons
- ISBN : 9781118034293
- Genre : Mathematics
- Total Page : 204 pages
- Language : English
- PDF File Size : 12,8 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book High Dimensional Covariance Estimation by Mohsen Pourahmadi, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.