Regularized robust estimation of mean and covariance matrix under heavy tails and outliers.
Ying SunPrabhu BabuDaniel Pérez PalomarPublished in: SAM (2014)
Keyphrases
- covariance matrix
- robust estimation
- heavy tails
- high breakdown
- robust estimators
- least squares
- robust statistical
- robust estimator
- covariance matrices
- heavy tailed
- principal component analysis
- objective function
- gaussian mixture
- positive definite
- sample size
- probability density function
- motion field
- data points
- probability distribution