Fast Triangular Factorization of Covariance Matrices of Differenced Time Series.
Rajiv VijayanH. Vincent PoorPublished in: SIAM J. Matrix Anal. Appl. (1993)
Keyphrases
- covariance matrices
- covariance matrix
- maximum likelihood
- distance measure
- vector space
- dynamic time warping
- gaussian distribution
- gaussian mixture model
- multivariate normal
- gaussian mixture
- riemannian manifolds
- feature vectors
- linear classifiers
- pairwise
- mixture model
- image processing
- em algorithm
- principal component analysis
- multi class
- bayesian networks
- face recognition