The Empirical Likelihood method applied to covariance matrix estimation.
Frédéric PascalHugo Harari-KermadecPascal LarzabalPublished in: Signal Process. (2010)
Keyphrases
- covariance matrix
- covariance matrices
- optimization algorithm
- objective function
- support vector machine
- pseudo inverse
- positive definite
- graph representation
- maximum likelihood estimation
- estimation error
- principal components
- clustering method
- optimization method
- normal distribution
- probabilistic model
- pairwise
- transformation matrix
- machine learning