Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices.
Z. D. BaiBaiqi MiaoJian-Feng YaoPublished in: SIAM J. Matrix Anal. Appl. (2003)
Keyphrases
- covariance matrices
- convergence rate
- covariance matrix
- gaussian distribution
- maximum likelihood
- sample size
- learning rate
- multivariate normal
- vector space
- gaussian mixture model
- primal dual
- distance measure
- feature vectors
- gaussian mixture
- linear classifiers
- support vector
- principal component analysis
- riemannian manifolds
- number of iterations required
- learning algorithm
- low memory requirements