Ridge estimation of inverse covariance matrices from high-dimensional data.
Wessel N. van WieringenCarel F. W. PeetersPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- high dimensional data
- covariance matrices
- covariance matrix
- maximum likelihood
- nearest neighbor
- low dimensional
- dimensionality reduction
- vector space
- high dimensionality
- high dimensional
- data sets
- data analysis
- distance measure
- subspace clustering
- clustering high dimensional data
- gaussian mixture model
- sparse representation
- manifold learning
- similarity search
- data points
- principal component analysis
- input space
- gaussian distribution
- linear classifiers
- input data
- missing values
- linear discriminant analysis
- gaussian mixture
- riemannian manifolds
- neural network
- feature vectors
- distance function
- em algorithm
- active learning