Asymptotics of Distances Between Sample Covariance Matrices.

Roberto M. Pinheiro Pereira Xavier Mestre David Gregoratti

Published in: IEEE Trans. Signal Process. (2024)

Keyphrases

covariance matrices
distance measure
covariance matrix
maximum likelihood
sample size
vector space
gaussian mixture model
euclidean distance
gaussian distribution
similarity measure
feature vectors
distance function
multivariate normal
gaussian mixture
riemannian manifolds
feature extraction