Shrinkage estimation of high dimensional covariance matrices.
Yilun ChenAmi WieselAlfred O. Hero IIIPublished in: ICASSP (2009)
Keyphrases
- input space
- covariance matrices
- high dimensional
- estimation problems
- covariance matrix
- low dimensional
- dimensionality reduction
- maximum likelihood
- vector space
- feature space
- high dimensional data
- gaussian mixture model
- gaussian distribution
- distance measure
- similarity search
- feature vectors
- principal component analysis
- gaussian mixture
- image processing
- nearest neighbor
- image denoising
- metric space
- language model
- linear classifiers
- face recognition
- riemannian manifolds
- feature selection
- log euclidean
- multivariate normal