Robust shrinkage M-estimators of large covariance matrices.

Nicolas Auguin David Morales-Jiménez Matthew R. McKay Romain Couillet

Published in: SSP (2016)

Keyphrases

covariance matrices
covariance matrix
gaussian distribution
maximum likelihood
estimation problems
gaussian mixture model
gaussian mixture
distance measure
vector space
multivariate normal
denoising
machine learning
image segmentation
natural images
log euclidean