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Fast Covariance Estimation for High-dimensional Functional Data
We propose two fast covariance smoothing methods and associated software that scale up linearly with the number of observations per function. Most available methods and software cannot smooth covariance matrices of dimension J > 500; a recently introduced sandwich smoother is an exception but is...
שמור ב:
| הוצא לאור ב: | Stat Comput |
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| Main Authors: | , , , |
| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
2014
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| נושאים: | |
| גישה מקוונת: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4758990/ https://ncbi.nlm.nih.gov/pubmed/26903705 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-014-9485-x |
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