Parameters estimate of Riemannian Gaussian distribution in the manifold of covariance matrices.
Paolo ZaniniMarco CongedoChristian JuttenSalem SaidYannick BerthoumieuPublished in: SAM (2016)
Keyphrases
- covariance matrices
- gaussian distribution
- riemannian metric
- maximum likelihood
- riemannian manifolds
- lie group
- expectation maximization
- log euclidean
- gaussian mixture model
- valued data
- symmetric positive definite matrices
- covariance matrix
- em algorithm
- mixture model
- parameter space
- hyperparameters
- probability density function
- bayesian framework
- geodesic distance
- machine learning
- maximum a posteriori
- low dimensional
- k means