Inferring the eigenvalues of covariance matrices from limited, noisy data.
Richard M. EversonStephen J. RobertsPublished in: IEEE Trans. Signal Process. (2000)
Keyphrases
- noisy data
- covariance matrices
- covariance matrix
- maximum likelihood
- vector space
- gaussian mixture model
- gaussian distribution
- distance measure
- gaussian mixture
- feature vectors
- missing data
- high dimensional
- linear classifiers
- input data
- principal component analysis
- multivariate normal
- riemannian manifolds
- probability distribution
- high dimensionality
- decision trees