Linguistically Described Covariance Matrix Estimation.
Tomasz PrzybylaTomasz PanderPublished in: ICMMI (2017)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- sample size
- principal component analysis
- mahalanobis distance
- positive definite
- geometrical interpretation
- multivariate gaussian
- gaussian mixture
- multivariate normal
- correlation matrix
- pseudo inverse
- parameter estimation
- cma es
- principal components
- eigendecomposition
- eigenvalues and eigenvectors
- objective function
- mahalanobis metric
- lower bound