-step spatial sign covariance matrix.
Christophe CrouxCatherine DehonA. YadinePublished in: Adv. Data Anal. Classif. (2010)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- sample size
- geometrical interpretation
- multivariate gaussian
- correlation matrix
- gaussian mixture
- positive definite
- eigenvalues and eigenvectors
- multivariate normal
- eigendecomposition
- mahalanobis distance
- objective function
- computer vision
- cma es
- estimation error
- pseudo inverse
- model selection
- least squares
- symmetric matrix
- probabilistic model