Estimation of Large-Dimensional Covariance Matrices via Second-Order Stein-Type Regularization.
Bin ZhangHengzhen HuangJianbin ChenPublished in: Entropy (2023)
Keyphrases
- covariance matrices
- covariance matrix
- estimation problems
- maximum likelihood
- gaussian mixture model
- distance measure
- vector space
- gaussian distribution
- feature vectors
- gaussian mixture
- linear classifiers
- multivariate normal
- estimation error
- density estimation
- prior information
- probability distribution
- computer vision