Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- mahalanobis distance
- sample size
- positive definite
- eigendecomposition
- multivariate gaussian
- pseudo inverse
- multivariate normal
- gaussian mixture
- mahalanobis metric
- geometrical interpretation
- eigenvalues and eigenvectors
- correlation matrix
- estimation error
- image reconstruction
- class conditional densities
- image processing
- matrix inversion
- principal components
- symmetric matrix
- cma es
- objective function