Estimation of two high-dimensional covariance matrices and the spectrum of their ratio.
Jun WenPublished in: J. Multivar. Anal. (2018)
Keyphrases
- covariance matrices
- estimation problems
- high dimensional
- covariance matrix
- vector space
- maximum likelihood
- gaussian distribution
- low dimensional
- gaussian mixture model
- distance measure
- multivariate normal
- similarity search
- gaussian mixture
- image classification
- principal component analysis
- computer vision
- linear classifiers
- feature vectors
- high dimensional data
- dimensionality reduction
- sparse coding
- input space
- nearest neighbor
- feature space
- riemannian metric
- log euclidean
- optimal solution