The rank of the covariance matrix of an evanescent field.
Mark KligerJoseph M. FrancosPublished in: J. Multivar. Anal. (2010)
Keyphrases
- covariance matrix
- covariance matrices
- sample size
- principal component analysis
- mahalanobis distance
- gaussian mixture
- geometrical interpretation
- positive definite
- multivariate normal
- estimation error
- eigendecomposition
- eigenvalues and eigenvectors
- transformation matrix
- pseudo inverse
- multivariate gaussian
- symmetric matrix
- principal components
- kernel function
- feature space
- class conditional densities
- computer vision