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- W4287121161 abstract "In this self-contained chapter, we revisit a fundamental problem of multivariate statistics: estimating covariance matrices from finitely many independent samples. Based on massive Multiple-Input Multiple-Output (MIMO) systems we illustrate the necessity of leveraging structure and considering quantization of samples when estimating covariance matrices in practice. We then provide a selective survey of theoretical advances of the last decade focusing on the estimation of structured covariance matrices. This review is spiced up by some yet unpublished insights on how to benefit from combined structural constraints. Finally, we summarize the findings of our recently published preprint Covariance estimation under one-bit quantization to show how guaranteed covariance estimation is possible even under coarse quantization of the samples." @default.
- W4287121161 created "2022-07-25" @default.
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- W4287121161 date "2021-06-11" @default.
- W4287121161 modified "2023-10-16" @default.
- W4287121161 title "New challenges in covariance estimation: multiple structures and coarse quantization" @default.
- W4287121161 hasPublicationYear "2021" @default.
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