Estimation procedures based on control variates with known covariance matrix.
Kenneth W. Bauer Jr.Sekhar VenkatramanJames R. WilsonPublished in: WSC (1987)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- principal components
- principal component analysis
- mahalanobis distance
- sample size
- positive definite
- multivariate gaussian
- objective function
- gaussian mixture
- correlation matrix
- eigenvalues and eigenvectors
- geometrical interpretation
- pseudo inverse
- symmetric matrix
- particle swarm optimization
- eigenvalue decomposition
- image processing