An Adaptive Covariance Parameterization Technique for the Ensemble Gaussian Mixture Filter.
Andrey A. PopovRenato ZanettiPublished in: SIAM J. Sci. Comput. (2024)
Keyphrases
- gaussian mixture
- covariance matrix
- covariance matrices
- mixtures of gaussians
- closed form
- gaussian mixture model
- neural network
- expectation maximization
- gaussian density
- em algorithm
- probability density function
- probability density
- mixture model
- mixture of gaussians
- training data
- sample size
- principal component analysis
- pairwise
- learning algorithm
- density estimation
- feature selection
- information retrieval
- statistical model
- generative model
- upper bound
- object recognition
- decision trees