On Spectral Invariance of Randomized Hessian and Covariance Matrix Adaptation Schemes.
Sebastian U. StichChristian L. MüllerPublished in: PPSN (1) (2012)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- laplacian matrix
- sample size
- pseudo inverse
- positive definite
- eigenvalues and eigenvectors
- eigendecomposition
- multivariate gaussian
- estimation error
- geometrical interpretation
- principal components
- gaussian mixture
- correlation matrix
- np hard
- mahalanobis metric
- spectral methods
- worst case