Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- sample size
- mahalanobis distance
- positive definite
- correlation matrix
- multivariate gaussian
- pseudo inverse
- principal components
- gaussian mixture
- image processing
- eigenvalues and eigenvectors
- eigendecomposition
- transformation matrix
- objective function
- clustering algorithm
- feature selection
- geometrical interpretation