Gaussian States: Evaluation of the Covariance Matrix from the Implementation with Primitive Component.
Gianfranco L. CariolaroRoberto CorvajaFilippo MiattoPublished in: Symmetry (2022)
Keyphrases
- covariance matrix
- covariance matrices
- gaussian mixture
- multivariate gaussian
- normal distribution
- principal component analysis
- positive definite
- mahalanobis distance
- pseudo inverse
- sample size
- geometrical interpretation
- maximum likelihood
- gaussian distribution
- correlation matrix
- eigenvalues and eigenvectors
- eigendecomposition
- multi objective
- special case
- lower bound