High-dimensional testing for proportional covariance matrices.
Koji TsukudaShun MatsuuraPublished in: J. Multivar. Anal. (2019)
Keyphrases
- covariance matrices
- high dimensional
- covariance matrix
- maximum likelihood
- estimation problems
- gaussian mixture model
- gaussian distribution
- vector space
- distance measure
- gaussian mixture
- low dimensional
- multivariate normal
- nearest neighbor
- dimensionality reduction
- linear classifiers
- lie group
- feature space
- similarity search
- high dimensional data
- feature vectors
- parameter space
- riemannian manifolds
- expectation maximization
- bayesian framework
- manifold learning
- objective function