Estimation of simultaneously structured covariance matrices from quadratic measurements.
Yuxin ChenYuejie ChiAndrea J. GoldsmithPublished in: ICASSP (2014)
Keyphrases
- covariance matrices
- covariance matrix
- estimation problems
- maximum likelihood
- distance measure
- vector space
- gaussian mixture model
- gaussian distribution
- multivariate normal
- linear classifiers
- gaussian mixture
- estimation error
- feature vectors
- pairwise
- computational complexity
- objective function
- machine learning
- principal component analysis
- density estimation
- probabilistic model
- high dimensional
- riemannian metric