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Riemannian Framework for Robust Covariance Matrix Estimation in Spiked Models.
Florent Bouchard
Arnaud Breloy
Guillaume Ginolhac
Frédéric Pascal
Published in:
ICASSP (2020)
Keyphrases
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covariance matrix
estimation error
covariance matrices
sample size
mahalanobis distance
parametric models
probabilistic model
image processing
least squares
principal component analysis
parameter estimation
gaussian mixture
positive definite