Efficient Covariance Matrix Reconstruction with Iterative Spatial Spectrum Sampling.
Saeed MohammadzadehVictor H. NascimentoRodrigo C. de LamareOsman KukrerPublished in: CoRR (2023)
Keyphrases
- covariance matrix
- sample size
- covariance matrices
- geometrical interpretation
- mahalanobis distance
- principal component analysis
- image reconstruction
- estimation error
- gaussian mixture
- class conditional densities
- symmetric matrix
- eigenvalues and eigenvectors
- correlation matrix
- random sampling
- upper bound
- objective function
- transformation matrix
- computationally expensive
- pseudo inverse
- high dimensional
- computer vision