Shrinkage of Covariance Matrices for Linear Signal Estimation Using Cross-Validation.
Jun TongPeter J. SchreierQinghua GuoSheng TongJiangtao XiYanguang YuPublished in: IEEE Trans. Signal Process. (2016)
Keyphrases
- cross validation
- covariance matrices
- covariance matrix
- model selection
- maximum likelihood
- error estimates
- hyperparameters
- gaussian mixture model
- distance measure
- support vector
- gaussian distribution
- vector space
- linear classifiers
- sample size
- generalization error
- training set
- image denoising
- denoising
- density estimation
- feature vectors
- mixture model
- similarity measure
- closed form
- gaussian mixture
- low dimensional
- machine learning
- data mining