The spatial sign covariance matrix with unknown location.
Alexander DürreDaniel VogelDavid E. TylerPublished in: J. Multivar. Anal. (2014)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- pseudo inverse
- sample size
- eigenvalues and eigenvectors
- mahalanobis distance
- gaussian mixture
- multivariate gaussian
- objective function
- correlation matrix
- estimation error
- positive definite
- spatial data
- machine learning
- principal components
- geometrical interpretation
- cma es
- class conditional densities
- multivariate normal
- eigendecomposition
- feature extraction
- image processing
- genetic algorithm