Timeline for How to control the average eigenvalue of a "regularized" inverse sample covariance?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Nov 18, 2016 at 22:55 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Oct 19, 2016 at 21:16 | answer | added | Nawaf Bou-Rabee | timeline score: 1 | |
| Oct 19, 2016 at 19:24 | comment | added | Lepidopterist | Actually this seems to be not too bad since the sum in question converges to the integral of $1/(x+\beta)$ against the Marcenko-Pastur distribution. | |
| Oct 19, 2016 at 18:50 | history | asked | Lepidopterist | CC BY-SA 3.0 |