Keyphrases
- covariance matrix
- covariance matrices
- objective function
- sample size
- principal component analysis
- correlation matrix
- positive definite
- mahalanobis distance
- gaussian mixture
- eigenvalues and eigenvectors
- geometrical interpretation
- pseudo inverse
- maximum likelihood
- feature selection
- upper bound
- transformation matrix
- multivariate gaussian
- symmetric matrix
- mahalanobis metric
- support vector
- lower bound