Eigenvalue Estimation of the Exponentially Windowed Sample Covariance Matrices.
Ehsan YazdianSaeed GazorMohammad Hasan BastaniMohsen SharifitabarPublished in: IEEE Trans. Inf. Theory (2016)
Keyphrases
- covariance matrices
- covariance matrix
- estimation problems
- sample size
- estimation error
- maximum likelihood
- principal component analysis
- gaussian distribution
- distance measure
- gaussian mixture
- multivariate normal
- lie group
- vector space
- gaussian mixture model
- linear classifiers
- random sampling
- generative model
- riemannian manifolds
- semi supervised
- upper bound
- learning algorithm