Difference Filter Preconditioning for Large Covariance Matrices.

Michael L. Stein Jie Chen Mihai Anitescu

Published in: SIAM J. Matrix Anal. Appl. (2012)

Keyphrases

covariance matrices
covariance matrix
maximum likelihood
vector space
gaussian distribution
distance measure
gaussian mixture model
edge preserving
gaussian mixture
noise reduction
multivariate normal
feature vectors
computer vision
multi class
linear classifiers
similarity measure
riemannian manifolds