Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data.

Priya Kohli Tanya P. Garcia Mohsen Pourahmadi

Published in: J. Multivar. Anal. (2016)

Keyphrases

covariance matrices
multivariate normal
covariance matrix
maximum likelihood
vector space
gaussian distribution
distance measure
machine learning
gaussian mixture model
data sets
image processing
riemannian manifolds