Explicit Inverse of the Covariance Matrix of Random Variables with Power-Law Covariance.
Yingli CaoJingxian WuPublished in: ICCC (2018)
Keyphrases
- covariance matrix
- random variables
- power law
- correlation matrix
- covariance matrices
- normal distribution
- probability distribution
- principal component analysis
- graphical models
- sample size
- small world
- scale free
- conditional independence
- stochastic optimization problems
- latent variables
- mahalanobis distance
- positive definite
- pseudo inverse
- joint distribution
- directed acyclic graph
- gaussian mixture
- independent and identically distributed
- bayesian networks
- conditional probabilities
- geometrical interpretation
- marginal distributions
- objective function
- em algorithm
- upper bound
- probabilistic model
- identically distributed
- face recognition