Limiting spectral distribution of renormalized separable sample covariance matrices when p/ni → 0.
Lili WangDebashis PaulPublished in: J. Multivar. Anal. (2014)
Keyphrases
- covariance matrices
- gaussian distribution
- covariance matrix
- maximum likelihood
- sample size
- gaussian mixture model
- vector space
- gaussian mixture
- distance measure
- probability density function
- multivariate normal
- riemannian manifolds
- probability distribution
- feature vectors
- training data
- principal component analysis
- optimal solution
- image segmentation
- image processing
- computer vision