Linear shrinkage estimation of covariance matrices using low-complexity cross-validation.
Jun TongRui HuJiangtao XiZhitao XiaoQinghua GuoYanguang YuPublished in: Signal Process. (2018)
Keyphrases
- upper bound
- low complexity
- cross validation
- covariance matrices
- covariance matrix
- model selection
- generalization error
- maximum likelihood
- motion estimation
- hyperparameters
- computational complexity
- support vector
- training set
- vector space
- gaussian distribution
- distance measure
- gaussian mixture model
- gaussian mixture
- feature vectors
- video sequences
- closed form
- data mining
- image sequences
- feature extraction
- data sets
- probability distribution