On the second-order statistics of the eigenvectors of sample covariance matrices.
Benjamin FriedlanderAnthony J. WeissPublished in: IEEE Trans. Signal Process. (1998)
Keyphrases
- covariance matrices
- covariance matrix
- sample size
- gaussian distribution
- principal component analysis
- maximum likelihood
- gaussian mixture
- gaussian mixture model
- principal components
- multivariate normal
- random sampling
- riemannian manifolds
- model selection
- upper bound
- riemannian metric
- data sets
- multi task
- support vector