Shrinkage Approach for Spatiotemporal EEG Covariance Matrix Estimation.
Leandro BeltrachiniNicolás von EllenriederCarlos Horacio MuravchikPublished in: IEEE Trans. Signal Process. (2013)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- sample size
- principal component analysis
- gaussian mixture
- pseudo inverse
- mahalanobis distance
- multivariate gaussian
- denoising
- parameter estimation
- geometrical interpretation
- eigenvalues and eigenvectors
- density estimation
- positive definite
- correlation matrix
- objective function
- image processing
- eigendecomposition
- special case
- lower bound