Robust estimation of a high-dimensional integrated covariance matrix.
Takayuki MorimotoShuichi NagataPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- multivariate gaussian
- robust estimation
- covariance matrix
- high dimensional
- covariance matrices
- least squares
- principal component analysis
- sample size
- similarity search
- low dimensional
- mahalanobis distance
- positive definite
- robust estimator
- motion field
- geometrical interpretation
- correlation matrix
- optical flow
- feature space
- eigenvalues and eigenvectors
- cma es
- objective function
- gaussian mixture
- spectral clustering
- robust estimators
- parameter estimation
- maximum likelihood
- state space
- machine learning