Mismatched MMSE estimation of multivariate Gaussian sources.

Inaki Esnaola Antonia Maria Tulino H. Vincent Poor

Published in: ISIT (2012)

Keyphrases

multivariate gaussian
maximum likelihood estimation
covariance matrix
data sources
information sources
maximum likelihood
parameter estimation
em algorithm
density estimation
computer vision
least squares
denoising
expectation maximization
model selection
estimation algorithm