Estimation of the Covariance Matrix of Large Dimensional Data
Jianfeng YaoAbla KammounJamal NajimPublished in: CoRR (2012)
Keyphrases
- covariance matrix
- dimensional data
- estimation error
- multi dimensional
- covariance matrices
- principal component analysis
- high dimensional
- high dimensional data
- data sets
- sample size
- data points
- geometrical interpretation
- eigenvalues and eigenvectors
- gaussian mixture
- correlation matrix
- multivariate gaussian
- model selection
- objective function
- cma es
- r tree
- sparse representation
- index structure
- image segmentation