Robust Shrinkage Estimation of High-Dimensional Covariance Matrices.
Yilun ChenAmi WieselAlfred O. Hero IIIPublished in: IEEE Trans. Signal Process. (2011)
Keyphrases
- covariance matrices
- estimation problems
- high dimensional
- covariance matrix
- maximum likelihood
- gaussian mixture model
- estimation error
- gaussian distribution
- multivariate normal
- low dimensional
- vector space
- similarity search
- feature space
- training data
- data sets
- distance measure
- denoising
- upper bound
- gaussian mixture
- feature vectors
- log euclidean