Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices.
Cheng WangTiejun TongLongbing CaoBaiqi MiaoPublished in: J. Multivar. Anal. (2014)
Keyphrases
- loss function
- covariance matrices
- pairwise
- covariance matrix
- maximum likelihood
- gaussian distribution
- support vector
- gaussian mixture model
- vector space
- distance measure
- estimation error
- reproducing kernel hilbert space
- gaussian mixture
- feature vectors
- linear classifiers
- principal component analysis
- probability density function
- density estimation
- objective function
- multi class
- decision trees
- feature selection
- machine learning