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On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices.
Daniel R. Fuhrmann
Michael I. Miller
Published in:
IEEE Trans. Inf. Theory (1988)
Keyphrases
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positive definite
covariance matrix
covariance matrices
principal component analysis
maximum likelihood
sample size
em algorithm
objective function
expectation maximization
parameter estimation
closed form
machine learning
geometric structure
multi class
symmetric positive definite