Experimental Evaluation of Selected Approaches to Covariance Matrix Regularization.
Przemyslaw GlombMichal CholewaPublished in: ICAISC (2015)
Keyphrases
- covariance matrix
- experimental evaluation
- covariance matrices
- principal component analysis
- mahalanobis distance
- sample size
- pseudo inverse
- multi class
- positive definite
- eigenvalues and eigenvectors
- geometrical interpretation
- search space
- dimensionality reduction
- optimization algorithm
- correlation matrix
- multivariate gaussian