Benchmarking a weighted negative covariance matrix update on the BBOB-2010 noiseless testbed.
Nikolaus HansenRaymond RosPublished in: GECCO (Companion) (2010)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- positive definite
- sample size
- gaussian mixture
- noisy data
- correlation matrix
- mahalanobis distance
- geometrical interpretation
- principal components
- class conditional densities
- multivariate gaussian
- transformation matrix
- eigenvalues and eigenvectors
- symmetric matrix
- estimation error
- lower bound
- mahalanobis metric
- multivariate normal
- computer vision
- pseudo inverse
- gaussian mixture model
- least squares
- face recognition