Projection tests for high-dimensional spiked covariance matrices.
Wenwen GuoHengjian CuiPublished in: J. Multivar. Anal. (2019)
Keyphrases
- covariance matrices
- high dimensional
- covariance matrix
- transformation matrix
- maximum likelihood
- vector space
- distance measure
- gaussian distribution
- gaussian mixture model
- low dimensional
- similarity search
- dimensionality reduction
- multivariate normal
- high dimensional data
- nearest neighbor
- metric space
- gaussian mixture
- data sets
- bayesian framework
- data points
- kernel function
- mixture model
- parameter space
- feature vectors
- small sample size
- machine learning
- riemannian metric
- log euclidean