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20192026
most citedRandom Matrix Improved Covariance Estimation for a Large Class of Metrics

4 citations · 4 across the 15 of their papers we have counts for

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math.ST2023

Intrinsic Bayesian Cramér-Rao Bound with an Application to Covariance Matrix Estimation

Florent Bouchard, Alexandre Renaux, Guillaume Ginolhac +1

This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metri…