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Estimating principal components of large covariance matrices using the Nyström method.

Nicholas ArcolanoPatrick J. Wolfe
Published in: ICASSP (2011)
Keyphrases
  • principal components
  • covariance matrices
  • covariance matrix
  • similarity measure
  • principal component analysis
  • dimensionality reduction
  • maximum likelihood
  • learning algorithm
  • feature set
  • closed form