2 papers
cs.IT2013
Minimum Variance Estimation of a Sparse Vector within the Linear Gaussian Model: An RKHS Approach
Alexander Jung, Sebastian Schmutzhard, Franz Hlawatsch +2
We consider minimum variance estimation within the sparse linear Gaussian model (SLGM). A sparse vector is to be estimated from a linearly transformed version embedded in Gaussian…
cs.IT2011
Performance Bounds for Sparse Parametric Covariance Estimation in Gaussian Models
Alexander Jung, Sebastian Schmutzhard, Franz Hlawatsch +1
We consider estimation of a sparse parameter vector that determines the covariance matrix of a Gaussian random vector via a sparse expansion into known "basis matrices". Using the…