Asymptotic Eigenvalue Density of Noise Covariance Matrices.
Ravishankar MenonPeter GerstoftWilliam S. HodgkissPublished in: IEEE Trans. Signal Process. (2012)
Keyphrases
- covariance matrices
- covariance matrix
- multivariate normal
- principal component analysis
- sample size
- maximum likelihood
- arbitrary shape
- gaussian mixture
- noise level
- gaussian distribution
- missing data
- vector space
- distance measure
- objective function
- noise reduction
- linear classifiers
- worst case
- feature extraction
- gaussian mixture model