Malik Tiomoko

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20182026

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

4 citations · 10 across the 21 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

stat.ML2019

Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions

Malik Tiomoko, Romain Couillet

This article proposes a method to consistently estimate functionals $\frac{1}{p} \sum_{i = 1}^{p} f (λ_{i} (C_{1} C_{2}))$ of the eigenvalues of the product of two covariance matrices $C_1,C_2\in\mat…

stat.ML2019★ 4 cited

Random Matrix Improved Covariance Estimation for a Large Class of Metrics

Malik Tiomoko, Florent Bouchard, Guillaume Ginholac +1

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estima…