Large Non-Stationary Noisy Covariance Matrices: A Cross-Validation Approach.
Vincent W. C. TanStefan ZohrenPublished in: CoRR (2020)
Keyphrases
- non stationary
- cross validation
- covariance matrices
- covariance matrix
- model selection
- maximum likelihood
- vector space
- generalization error
- gaussian distribution
- linear classifiers
- hyperparameters
- gaussian mixture model
- empirical mode decomposition
- distance measure
- sample size
- incomplete data
- support vector
- training set
- gaussian mixture
- feature vectors
- training data
- decision trees