Title
Effective Data-Aware Covariance Estimator From Compressed Data.
Abstract
Estimating covariance matrix from massive high-dimensional and distributed data is significant for various real-world applications. In this paper, we propose a data-aware weighted sampling-based covariance matrix estimator, namely DACE, which can provide an unbiased covariance matrix estimation and attain more accurate estimation under the same compression ratio. Moreover, we extend our proposed DACE to tackle multiclass classification problems with theoretical justification and conduct extensive experiments on both synthetic and real-world data sets to demonstrate the superior performance of our DACE.
Year
DOI
Venue
2020
10.1109/TNNLS.2019.2929106
IEEE Transactions on Neural Networks and Learning Systems
Keywords
DocType
Volume
Covariance matrices,Sparse matrices,Silicon,Estimation,Distributed databases,Learning systems,Dimensionality reduction
Journal
31
Issue
ISSN
Citations 
7
2162-237X
0
PageRank 
References 
Authors
0.34
16
5
Name
Order
Citations
PageRank
Xixian Chen12611.28
Haiqin Yang2101051.97
Shenglin Zhao31237.86
Michael R. Lyu410985529.03
Irwin King56751325.94