Decomposition of Covariance Matrix Using Cascade of Trees.
Navid Tafaghodi KhajaviAnthony KuhPublished in: APSIPA (2019)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- sample size
- mahalanobis distance
- eigenvalues and eigenvectors
- eigendecomposition
- correlation matrix
- multivariate gaussian
- class conditional densities
- symmetric matrix
- pseudo inverse
- gaussian mixture
- positive definite
- principal components
- linear programming
- similarity measure
- canonical form
- estimation error
- optimization problems
- objective function