Covariance Matrix Estimation With Heterogeneous Samples.
Olivier BessonStéphanie BidonJean-Yves TourneretPublished in: IEEE Trans. Signal Process. (2008)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- principal component analysis
- positive definite
- sample size
- geometrical interpretation
- mahalanobis distance
- correlation matrix
- pseudo inverse
- eigendecomposition
- multivariate gaussian
- principal components
- machine learning
- model selection
- least squares
- training set
- search algorithm
- objective function
- face recognition