Covariance matrix forecasting using support vector regression.
Piotr FiszederWitold OrzeszkoPublished in: Appl. Intell. (2021)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- sample size
- gaussian mixture
- pseudo inverse
- positive definite
- geometrical interpretation
- mahalanobis distance
- multivariate gaussian
- correlation matrix
- eigenvalues and eigenvectors
- symmetric matrix
- estimation error
- class conditional densities
- machine learning
- eigendecomposition
- objective function
- principal components
- search algorithm
- image processing