Fluctuations for linear spectral statistics of large random covariance matrices.
Jamal NajimJianfeng YaoPublished in: EUSIPCO (2014)
Keyphrases
- covariance matrices
- covariance matrix
- maximum likelihood
- gaussian mixture model
- gaussian distribution
- vector space
- distance measure
- gaussian mixture
- linear classifiers
- feature vectors
- multivariate normal
- feature selection
- riemannian metric
- lie group
- closed form
- lower bound
- convex hull
- sample size
- multi class
- upper bound
- probability distribution
- np hard