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An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality.
Seppo Karrila
Tapio Westerlund
Published in:
Autom. (1991)
Keyphrases
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covariance matrix
maximum likelihood estimator
covariance matrices
maximum likelihood
principal component analysis
sample size
objective function
geometrical interpretation
variational bayes
computer vision
image segmentation
belief propagation