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20102013
most citedThe RKHS Approach to Minimum Variance Estimation Revisited: Variance Bounds, Sufficient Statistics, and Exponential Families

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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…