plot,eclairs-method

Data whitening is a widely used preprocessing step to remove correlation structure since statistical models often assume independence. Here we use a probabilistic model of the observed data to apply a whitening transformation. This Gaussian Inverse Wishart Empirical Bayes model substantially reduces computational complexity, and regularizes the eigen-values of the sample covariance matrix to improve out-of-sample performance.

Gabriel E Hoffman

decorrelate

Decorrelation Projection Scalable to High Dimensional Data

Gabriel Hoffman

plot,eclairs-method function

<dl><dt>x</dt>
<dd>eclairs object</dd>
<dt>y</dt>
<dd>extra argument, not used</dd>
<dt>...</dt>
<dd>additional arguments</dd></dl>

Arguments

Plot eclairs object — plot,eclairs-method

<dl>

<dt>x</dt>
<dd>eclairs object</dd>


<dt>y</dt>
<dd>extra argument, not used</dd>


<dt>...</dt>
<dd>additional arguments</dd>

</dl>

plot,eclairs-method: Plot eclairs object

Description

Usage

Value

Arguments