Data Mining

High-Dimensional Covariance Estimation: With - download pdf or read online

By Mohsen Pourahmadi

ISBN-10: 1118034295

ISBN-13: 9781118034293

Methods for estimating sparse and massive covariance matrices

Covariance and correlation matrices play primary roles in each element of the research of multivariate facts amassed from a number of fields together with company and economics, overall healthiness care, engineering, and environmental and actual sciences. High-Dimensional Covariance Estimation provides available and finished assurance of the classical and smooth methods for estimating covariance matrices in addition to their functions to the swiftly constructing components mendacity on the intersection of data and laptop learning.

Recently, the classical pattern covariance methodologies were changed and better upon to satisfy the wishes of statisticians and researchers facing huge correlated datasets. High-Dimensional Covariance Estimation specializes in the methodologies in response to shrinkage, thresholding, and penalized chance with purposes to Gaussian graphical types, prediction, and mean-variance portfolio administration. The ebook is based seriously on regression-based principles and interpretations to attach and unify many latest equipment and algorithms for the task.

High-Dimensional Covariance Estimation positive factors chapters on:

  • Data, Sparsity, and Regularization
  • Regularizing the Eigenstructure
  • Banding, Tapering, and Thresholding
  • Covariance Matrices
  • Sparse Gaussian Graphical Models
  • Multivariate Regression

The e-book is a perfect source for researchers in data, arithmetic, enterprise and economics, computing device sciences, and engineering, in addition to an invaluable textual content or complement for graduate-level classes in multivariate research, covariance estimation, statistical studying, and high-dimensional info analysis.

Show description

Read Online or Download High-Dimensional Covariance Estimation: With High-Dimensional Data (Wiley Series in Probability and Statistics) PDF

Similar data mining books

New PDF release: Statistical Modeling and Analysis for Database Marketing:

This specialist compilation supplies a set of winning database advertising methodologies for giant info. It bargains ideas to universal difficulties within the database advertising undefined, concentrating on the wishes of knowledge analysts and knowledge miners. The quantitative options defined marry conventional statistical methodologies with new desktop studying tools.

Mark Rittman's Oracle Business Intelligence 11g Developers Guide (Database PDF

Grasp Oracle enterprise Intelligence 11g studies and Dashboards bring significant enterprise details to clients every time, at any place, on any gadget, utilizing Oracle enterprise Intelligence 11g. Written by means of Oracle ACE Director Mark Rittman, Oracle enterprise Intelligence 11g builders advisor totally covers the most recent BI record layout and distribution strategies.

Read e-book online Persuasive Recommender Systems: Conceptual Background and PDF

Even if clients are inclined to settle for the ideas supplied through a recommender method is of extreme significance to method designers and the sellers who enforce them. by way of conceptualizing the recommendation looking and giving courting as a essentially social technique, vital avenues for realizing the persuasiveness of recommender structures open up.

Download e-book for iPad: Using Open Data to Detect Organized Crime Threats: Factors by Henrik Legind Larsen,José María Blanco,Raquel Pastor

This paintings presents an leading edge examine using open info for extracting info to realize and stop crime, and likewise explores the hyperlink among terrorism and arranged crime. In counter-terrorism and different kinds of crime prevention, foresight approximately power threats is very important and this data is more and more to be had through digital information resources resembling social media communications.

Extra resources for High-Dimensional Covariance Estimation: With High-Dimensional Data (Wiley Series in Probability and Statistics)

Example text

Download PDF sample

High-Dimensional Covariance Estimation: With High-Dimensional Data (Wiley Series in Probability and Statistics) by Mohsen Pourahmadi


by Richard
4.1

Rated 4.57 of 5 – based on 30 votes