On adaptive EVD asymptotic distribution of centro-symmetric covariance matrices.
Jean Pierre DelmasPublished in: IEEE Trans. Signal Process. (1999)
Keyphrases
- covariance matrices
- gaussian distribution
- covariance matrix
- maximum likelihood
- vector space
- probability distribution
- gaussian mixture
- distance measure
- positive definite
- multivariate normal
- riemannian metric
- riemannian manifolds
- gaussian mixture model
- linear classifiers
- model selection
- similarity measure
- machine learning