Covariance Regularization
Covariance Regularization is a statistical method that belongs to the class of covariance estimation techniques, distinguished by its incorporation of constraints or penalties to ensure stable and well-conditioned estimates of spatial covariance structures in high-dimensional or undersampled settings.
75
Publications
5.2K
Citations
217
Authors
145
Institutions
Publications per year
2017–2026
23
Parents
75
Covariance regularization by thresholding
Peter J. Bickel, Elizaveta Levina · 2007 · 1.2K citations
Computing, Data Science, Climatology +14
Covariance regularization by thresholding
The Annals of Statistics · 2008 · 889 citations · Full text
Computing, Data Science, Climatology +14
1–5 of 75
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Institut national de recherche en sciences et technologies du numérique, France
2 publications · 373 citations
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Courant Institute of Mathematical Sciences, United States
2 publications · 373 citations
2
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2
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2
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1–5 of 217
145
University of California, Berkeley
Berkeley, United States
3 h-index
4 publications
2.4K citations
Commissariat à l'Énergie Atomique et aux Énergies Alternatives
Paris, France
3 h-index
10 publications
624 citations
University of Michigan
Ann Arbor, United States
3 h-index
6 publications
2.8K citations
University of Wisconsin–Madison
Madison, United States
2 h-index
2 publications
33 citations
Meta (United States)
Menlo Park, United States
2 h-index
2 publications
373 citations
Stanford University
Stanford, United States
2 h-index
3 publications
280 citations
University of Maryland, College Park
College Park, United States
2 h-index
3 publications
115 citations

University of Manchester
Manchester, United Kingdom
2 h-index
4 publications
124 citations
1–8 of 145
Repository · 4 publications · 511 citations
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4 publications · 489 citations
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2 publications · 41 citations
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2 publications · 30 citations
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2 publications · 55 citations
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