Marginal probability distribution estimation in characteristic space of covariance-matrix.
Nan DingShude ZhouHao ZhangZengqi SunPublished in: IEEE Congress on Evolutionary Computation (2008)
Keyphrases
- covariance matrix
- probability distribution
- maximum likelihood estimation
- estimation error
- covariance matrices
- multivariate gaussian
- principal component analysis
- sample size
- normal distribution
- random variables
- mahalanobis distance
- bayesian networks
- eigendecomposition
- riemannian manifolds
- pseudo inverse
- eigenvalues and eigenvectors
- geometrical interpretation
- gaussian mixture
- low dimensional
- objective function
- positive definite
- correlation matrix
- probability density function
- parameter space
- vector space
- maximum likelihood
- search space