Approximating the covariance matrix of GMMs with low-rank perturbations.
Malik Magdon-IsmailJonathan T. PurnellPublished in: Int. J. Data Min. Model. Manag. (2012)
Keyphrases
- low rank
- covariance matrix
- gaussian mixture model
- covariance matrices
- linear combination
- missing data
- matrix factorization
- convex optimization
- eigendecomposition
- singular value decomposition
- principal component analysis
- sample size
- rank minimization
- semi supervised
- kernel matrix
- high order
- high dimensional data
- objective function
- singular values
- mixture model
- em algorithm
- maximum likelihood
- least squares
- evolutionary algorithm
- feature space