How Close Are the Eigenvectors of the Sample and Actual Covariance Matrices?
Andreas LoukasPublished in: ICML (2017)
Keyphrases
- covariance matrix
- covariance matrices
- sample size
- principal component analysis
- maximum likelihood
- multivariate normal
- gaussian mixture
- gaussian distribution
- objective function
- model selection
- lie group
- gaussian mixture model
- principal components
- machine learning
- distance measure
- parameter space
- random sampling
- training set
- image processing
- learning algorithm