Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix.
Guangming PanPublished in: J. Multivar. Anal. (2010)
Keyphrases
- covariance matrices
- covariance matrix
- sample size
- eigenvalues and eigenvectors
- transformation matrix
- positive definite
- maximum likelihood
- valued data
- lie group
- distance measure
- vector space
- gaussian distribution
- multivariate normal
- principal component analysis
- linear classifiers
- gaussian mixture model
- gaussian mixture
- riemannian manifolds
- principal components
- riemannian metric
- computer vision
- objective function
- high dimensional data