Optimal Pooling of Covariance Matrix Estimates Across Multiple Classes.
Elias RaninenEsa OllilaPublished in: ICASSP (2018)
Keyphrases
- covariance matrix
- multiple classes
- estimation error
- covariance matrices
- multi class
- sample size
- principal component analysis
- eigenvalues and eigenvectors
- principal components
- geometrical interpretation
- optimal solution
- objective function
- multivariate gaussian
- correlation matrix
- binary classification
- similarity measure
- decision trees
- image processing
- computer vision