On the Geometry of Covariance Matrices.

Lipeng Ning Xianhua Jiang Tryphon T. Georgiou

Published in: IEEE Signal Process. Lett. (2013)

Keyphrases

covariance matrices
covariance matrix
maximum likelihood
distance measure
gaussian distribution
vector space
gaussian mixture model
multivariate normal
machine learning
riemannian metric
principal component analysis
sample size
linear classifiers
riemannian manifolds
log euclidean