An EM-Algorithm for Band-Toeplitz Covariance Matrix Estimation.
Lars P. B. ChristensenPublished in: ICASSP (3) (2007)
Keyphrases
- covariance matrix
- em algorithm
- gaussian mixture
- maximum likelihood estimation
- parameter estimation
- expectation maximization
- covariance matrices
- maximum likelihood
- log likelihood function
- mixture model
- estimation error
- gaussian mixture model
- correlation matrix
- density estimation
- least squares
- likelihood function
- hyperparameters
- generative model
- sample size
- incomplete data
- principal component analysis
- log likelihood
- objective function
- geometrical interpretation
- probability density function
- maximum a posteriori
- normal distribution
- maximum likelihood estimates
- unsupervised learning
- image segmentation
- mixture modeling
- expectation maximisation
- probabilistic model