Gaussian Adaptation Revisited - An Entropic View on Covariance Matrix Adaptation.
Christian L. MüllerIvo F. SbalzariniPublished in: EvoApplications (1) (2010)
Keyphrases
- covariance matrix
- covariance matrices
- gaussian mixture
- multivariate gaussian
- normal distribution
- principal component analysis
- sample size
- pseudo inverse
- gaussian distribution
- positive definite
- objective function
- feature vectors
- maximum likelihood
- mahalanobis distance
- transformation matrix
- geometrical interpretation