Gourab Mukherjee, Video: Improved Shrinkage Prediction under a Spiked Covariance Structure

Gourab Mukherjee, Video: Improved Shrinkage Prediction under a Spiked Covariance Structure

Gourab Mukherjee, Improved Shrinkage Prediction under a Spiked Covariance Structure, New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference, BIRS, BIRS talk, 19w5188, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

130M

http://www.birs.ca/events/2019/5-day-workshops/19w5188/videos

http://www.birs.ca/events/2019/5-day-workshops/19w5188/videos/watch/201904091109-Mukherjee.html