Improved estimation of the logarithm of the covariance matrix.
Xavier MestreFrancisco RubioPascal ValletPublished in: SAM (2012)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- mahalanobis distance
- principal component analysis
- correlation matrix
- sample size
- positive definite
- gaussian mixture
- geometrical interpretation
- eigendecomposition
- eigenvalues and eigenvectors
- objective function
- symmetric matrix
- multivariate gaussian
- multivariate normal
- principal components
- least squares
- special case
- parameter estimation
- transformation matrix
- pseudo inverse
- high dimensional
- search algorithm
- image segmentation
- cma es
- class conditional densities
- computer vision