Kernel methods for changes detection in covariance matrices.
Edgard M. Maboudou-TchaoPublished in: Commun. Stat. Simul. Comput. (2018)
Keyphrases
- kernel methods
- covariance matrices
- covariance matrix
- maximum likelihood
- learning problems
- kernel function
- feature space
- kernel matrix
- support vector
- gaussian distribution
- machine learning
- gaussian mixture model
- vector space
- support vector machine
- distance measure
- gaussian mixture
- linear classifiers
- kernel pca
- learning tasks
- probabilistic model
- feature vectors
- similarity search
- objective function
- data sets
- reproducing kernel hilbert space