Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions.
Ying SunPrabhu BabuDaniel Pérez PalomarPublished in: IEEE Trans. Signal Process. (2015)
Keyphrases
- robust estimation
- covariance matrix
- heavy tailed distributions
- least squares
- pseudo inverse
- covariance matrices
- principal component analysis
- sample size
- objective function
- robust estimator
- gaussian mixture
- mahalanobis distance
- motion field
- correlation matrix
- eigenvalues and eigenvectors
- high breakdown
- positive definite
- parameter estimation
- symmetric matrix
- expectation maximization
- lower bound
- robust estimators
- multivariate gaussian
- image processing