Efficient Covariance Estimation from Temporal Data

Harutyunyan, Hrayr and Moyer, Daniel and Khachatrian, Hrant and Steeg, Greg Ver and Galstyan, Aram

citation

Hrayr Harutyunyan, Daniel Moyer, Hrant Khachatrian, Greg Ver Steeg and Aram Galstyan 2019. Efficient Covariance Estimation from Temporal Data. arXiv preprint arXiv:1905.13276. (2019).

reference

@article{harutyunyan2019efficient,
  title = {Efficient Covariance Estimation from Temporal Data},
  author = {Harutyunyan, Hrayr and Moyer, Daniel and Khachatrian, Hrant and Steeg, Greg Ver and Galstyan, Aram},
  journal = {arXiv preprint arXiv:1905.13276},
  year = {2019},
  sortdate = {2019-05-30},
  project = {ant, gawseed}
}