Misleading signals in joint schemes for the mean vector and covariance matrix.
Manuel Cabral MoraisWolfgang SchmidPatrícia Ferreira RamosTaras LazarivAntónio PachecoPublished in: Qual. Reliab. Eng. Int. (2020)
Keyphrases
- covariance matrix
- eigenvalues and eigenvectors
- covariance matrices
- symmetric matrix
- transformation matrix
- principal component analysis
- mahalanobis distance
- gaussian mixture
- correlation matrix
- sample size
- geometrical interpretation
- vector space
- eigendecomposition
- laplacian matrix
- positive definite
- pseudo inverse
- estimation error
- independent component analysis
- signal processing
- principal components
- multivariate gaussian
- feature vectors
- objective function
- class conditional densities