Regularized Transport Between Singular Covariance Matrices.
Valentina CicconeYongxin ChenTryphon T. GeorgiouMichele PavonPublished in: IEEE Trans. Autom. Control. (2021)
Keyphrases
- covariance matrices
- estimation problems
- covariance matrix
- maximum likelihood
- vector space
- gaussian mixture model
- gaussian distribution
- distance measure
- objective function
- multivariate normal
- lie group
- linear classifiers
- mixture model
- dimensionality reduction
- principal component analysis
- feature vectors
- feature selection
- computer vision