Bounds for Estimation of Covariance Matrices From Heterogeneous Samples.
Olivier BessonStéphanie BidonJean-Yves TourneretPublished in: IEEE Trans. Signal Process. (2008)
Keyphrases
- covariance matrices
- covariance matrix
- estimation problems
- maximum likelihood
- gaussian mixture model
- upper bound
- distance measure
- gaussian distribution
- vector space
- multivariate normal
- discriminant information
- gaussian mixture
- lower bound
- riemannian metric
- sample size
- density estimation
- mixture model
- feature vectors
- linear classifiers
- data sets
- training samples
- estimation error
- bayesian networks
- learning algorithm