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Why Approximate Matrix Square Root Outperforms Accurate SVD in Global Covariance Pooling?
Yue Song
Nicu Sebe
Wei Wang
Published in:
CoRR (2021)
Keyphrases
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square root
singular value decomposition
floating point
kalman filtering
euclidean space
singular values
arrival rate
probability density function
riemannian manifolds
least squares
computationally efficient
dimension reduction
covariance matrices
pairwise
principal component analysis
covariance matrix