Concepedia

Covariance Matrix Approximation

Covariance Matrix Approximation is a mathematical technique in spatial statistics that belongs to the class of dimensionality reduction and computational optimization methods, distinguished by its focus on constructing a simplified, computationally efficient representation of a high-dimensional spatial covariance matrix while preserving its essential structural and statistical properties for use in spatial prediction and inference.

637

Publications

53.3K

Citations

1.6K

Authors

707

Institutions

Publications per year

2017–2026

149

Parents

Publications

637

Sparse inverse covariance estimation with the graphical lasso

Jerome H. Friedman, Trevor Hastie, Robert Tibshirani · Biostatistics · 2007 · 6.6K citations · Full text

, , +13

Application of the Karhunen-Loeve procedure for the characterization of human faces

Michael Kirby, L. Sirovich · IEEE Transactions on Pattern Analysis and Machine Intelligence · 1990 · 2.5K citations

, , +14

<i>K</i>-means clustering via principal component analysis

Chris Ding, Xiaofeng He · 2004 · 1.4K citations

, , +14

Regularized estimation of large covariance matrices

Peter J. Bickel, Elizaveta Levina · 2006 · 1.3K citations

, , +15

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Gary Chamberlain, Michael Rothschild · Econometrica · 1983 · 1.1K citations · Full text

, , +17

1–5 of 637

Authors

1.6K

  1. JF
    Jianqing Fan

    Princeton University, United States

    8 publications · 1.4K citations

    8

    h-index

  2. MG
    Marc G. Genton

    King Abdullah University of Science and Technology, Saudi Arabia

    6 publications · 336 citations

    6

    h-index

  3. AH
    Arnold Heemink

    Delft University of Technology, Netherlands

    5 publications · 204 citations

    5

    h-index

  4. MV
    Martin Verlaan

    Delft University of Technology, Netherlands

    5 publications · 204 citations

    5

    h-index

  5. DE
    David E. Keyes

    King Abdullah University of Science and Technology, Saudi Arabia

    4 publications · 131 citations

    4

    h-index

1–5 of 1.6K

Institutions

707

  1. Stanford University

    Stanford, United States

    15 h-index

    28 publications

    23.7K citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    15 h-index

    29 publications

    868 citations

  3. Princeton University

    Princeton, United States

    15 h-index

    28 publications

    4.3K citations

  4. The University of Tokyo

    Tokyo, Japan

    12 h-index

    20 publications

    1.5K citations

  5. University of Michigan

    Ann Arbor, United States

    10 h-index

    20 publications

    3.4K citations

  6. Texas A&M University

    College Station, United States

    10 h-index

    20 publications

    1.8K citations

  7. Carnegie Mellon University

    Pittsburgh, United States

    10 h-index

    17 publications

    790 citations

  8. University of Southern California

    Los Angeles, United States

    9 h-index

    19 publications

    1.9K citations

1–8 of 707

Venues

  1. IEEE Transactions on Signal Processing

    22 publications · 2.5K citations

    17

    h-index

  2. Journal of the American Statistical Association

    16 publications · 2.8K citations

    15

    h-index

  3. Monthly Notices of the Royal Astronomical Society

    15 publications · 1.1K citations

    14

    h-index

  4. Journal of Multivariate Analysis

    13 publications · 404 citations

    12

    h-index

  5. arXiv (Cornell University)

    Repository · 16 publications · 684 citations

    12

    h-index

1–5