Targeted Fused Ridge Estimation of Inverse Covariance Matrices from Multiple High-Dimensional Data Classes.
Anders E. BilgrauCarel F. W. PeetersPoul Svante EriksenMartin BøgstedWessel N. van WieringenPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- high dimensional data
- covariance matrices
- high dimensional
- covariance matrix
- low dimensional
- multivariate normal
- dimensionality reduction
- nearest neighbor
- high dimensionality
- subspace clustering
- data points
- data analysis
- data sets
- maximum likelihood
- input space
- similarity search
- manifold learning
- gaussian mixture model
- vector space
- linear discriminant analysis
- sparse representation
- input data
- gaussian distribution
- distance measure
- clustering high dimensional data
- feature extraction
- image processing
- computer vision
- upper bound