Asymptotics of empirical eigenvalues for large separable covariance matrices.
Tiebin MiRobert Caiming QiuPublished in: CoRR (2019)
Keyphrases
- covariance matrices
- covariance matrix
- maximum likelihood
- vector space
- distance measure
- gaussian distribution
- gaussian mixture model
- multivariate normal
- principal component analysis
- machine learning
- riemannian metric
- feature vectors
- gaussian mixture
- linear classifiers
- riemannian manifolds
- positive definite
- log euclidean