Regularized covariance matrix estimation under the common principal components model.

P. Theo Pepler D. W. Uys D. G. Nel

Published in: Commun. Stat. Simul. Comput. (2018)

Keyphrases

covariance matrix
principal components
principal component analysis
principal components analysis
parameter estimation
sample size
face recognition
parameter space
objective function
evolutionary algorithm
dimensionality reduction
covariance matrices
correlation matrix