A note on the variance of polarity-coincidence correlation with an arbitrary covariance matrix.
Ashok K. GuptaPublished in: IEEE Trans. Inf. Theory (1984)
Keyphrases
- covariance matrix
- correlation matrix
- covariance matrices
- normal distribution
- eigenvalues and eigenvectors
- sample size
- principal component analysis
- relative entropy
- multivariate gaussian
- mahalanobis distance
- sentiment analysis
- gaussian mixture
- positive definite
- objective function
- principal components
- symmetric matrix
- geometrical interpretation
- transformation matrix
- search algorithm
- optimal solution
- feature extraction
- multivariate normal