On the Significance of the Quantum Mechanical Covariance Matrix.
Avishy CarmiEliahu CohenPublished in: Entropy (2018)
Keyphrases
- covariance matrix
- quantum mechanics
- covariance matrices
- principal component analysis
- sample size
- normal distribution
- gaussian mixture
- positive definite
- mahalanobis distance
- objective function
- eigendecomposition
- correlation matrix
- multivariate gaussian
- class conditional densities
- pseudo inverse
- geometrical interpretation
- multivariate normal
- em algorithm
- dimensionality reduction
- upper bound
- transformation matrix
- feature selection
- eigenvalues and eigenvectors
- cma es