Chessboard Distributions and Random Vectors with Specified Marginals and Covariance Matrix.
Soumyadip GhoshShane G. HendersonPublished in: Oper. Res. (2002)
Keyphrases
- covariance matrix
- random vectors
- marginal distributions
- random variables
- joint distribution
- probability distribution
- covariance matrices
- graphical models
- principal component analysis
- gaussian distribution
- wavelet coefficients
- normal distribution
- linear combination
- random fields
- multivariate normal
- sample size
- objective function
- mahalanobis distance
- conditional probabilities
- class conditional densities
- distance transform
- geometrical interpretation
- eigenvalues and eigenvectors
- multivariate gaussian
- maximum likelihood estimation
- symmetric matrix
- supervised learning
- feature vectors
- image processing
- high dimensional
- correlation matrix
- maximum likelihood
- generative model
- gaussian mixture model
- maximum entropy