Covariance Matrix Adaptation MAP-Annealing.
Matthew C. FontaineStefanos NikolaidisPublished in: CoRR (2022)
Keyphrases
- covariance matrix
- covariance matrices
- multivariate gaussian
- principal component analysis
- sample size
- maximum a posteriori
- gaussian mixture
- eigenvalues and eigenvectors
- mahalanobis distance
- geometrical interpretation
- simulated annealing
- positive definite
- objective function
- correlation matrix
- multivariate normal
- estimation error
- transformation matrix
- low dimensional
- pseudo inverse
- probability distribution
- search algorithm
- symmetric matrix
- image processing
- class conditional densities