Robust Estimates of Covariance Matrices in the Large Dimensional Regime.

Romain Couillet Frédéric Pascal Jack W. Silverstein

Published in: IEEE Trans. Inf. Theory (2014)

Keyphrases

covariance matrices
covariance matrix
maximum likelihood
gaussian mixture model
gaussian distribution
gaussian mixture
distance measure
feature vectors
vector space
image processing
feature space
multivariate normal
estimation error
density estimation
np hard
feature extraction
clustering algorithm