Performance of subspace-based algorithms associated with the sample sign covariance matrix.
Habti AbeidaJean Pierre DelmasPublished in: Digit. Signal Process. (2022)
Keyphrases
- covariance matrix
- eigendecomposition
- covariance matrices
- sample size
- principal component analysis
- dimensionality reduction
- optimization problems
- computationally expensive
- geometrical interpretation
- transformation matrix
- principal components analysis
- computational complexity
- machine learning
- principal components
- maximum likelihood
- upper bound
- positive definite
- multi objective
- high dimensional
- eigenvalues and eigenvectors