MELT - Maximum-Likelihood Estimation of Low-Rank Toeplitz Covariance Matrix.
Prabhu BabuPublished in: IEEE Signal Process. Lett. (2016)
Keyphrases
- low rank
- maximum likelihood estimation
- covariance matrix
- multivariate gaussian
- least squares
- convex optimization
- missing data
- singular value decomposition
- linear combination
- maximum likelihood
- matrix factorization
- parameter estimation
- em algorithm
- high order
- principal component analysis
- high dimensional data
- semi supervised
- kernel matrix
- expectation maximization
- sample size
- probability distribution
- eigendecomposition
- gaussian mixture
- density function
- pattern recognition
- computer vision
- image processing
- clustering algorithm
- lower bound
- active learning
- machine learning
- collaborative filtering