Regularized transport between singular covariance matrices.
Valentina CicconeYongxin ChenTryphon T. GeorgiouMichele PavonPublished in: CoRR (2020)
Keyphrases
- covariance matrices
- covariance matrix
- estimation problems
- maximum likelihood
- vector space
- gaussian distribution
- gaussian mixture model
- distance measure
- multivariate normal
- gaussian mixture
- feature vectors
- objective function
- probability distribution
- principal components
- active learning
- linear classifiers
- lie group
- bayesian networks
- machine learning