Testing proportionality of two high-dimensional covariance matrices.
Guanghui ChengBaisen LiuGuo-Liang TianShurong ZhengPublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- covariance matrices
- high dimensional
- covariance matrix
- maximum likelihood
- vector space
- low dimensional
- distance measure
- estimation problems
- gaussian distribution
- gaussian mixture model
- similarity search
- multivariate normal
- dimensionality reduction
- high dimensional data
- input space
- gaussian mixture
- principal component analysis
- parameter space
- feature space
- feature vectors
- log euclidean
- multi class
- linear classifiers
- riemannian metric