Shrinkage-to-Tapering Estimation of Large Covariance Matrices.
Xiaohui ChenZ. Jane WangMartin J. McKeownPublished in: IEEE Trans. Signal Process. (2012)
Keyphrases
- covariance matrices
- covariance matrix
- estimation problems
- maximum likelihood
- vector space
- distance measure
- gaussian distribution
- gaussian mixture model
- multivariate normal
- estimation error
- linear classifiers
- feature vectors
- riemannian manifolds
- computer vision
- closed form
- principal component analysis
- gaussian mixture
- multiscale
- image denoising
- denoising