Inference about clustering and parametric assumptions in covariance matrix estimation.
Mikko PackalenTony S. WirjantoPublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- covariance matrix
- estimation error
- principal components analysis
- multivariate gaussian
- covariance matrices
- sample size
- clustering algorithm
- semi parametric
- principal component analysis
- multivariate normal
- eigenvalues and eigenvectors
- positive definite
- mahalanobis distance
- k means
- clustering method
- parametric models
- maximum likelihood estimation
- eigendecomposition
- pseudo inverse
- statistical inference
- density estimation
- gaussian mixture
- correlation matrix
- geometrical interpretation
- data clustering
- spectral clustering
- class conditional densities
- unsupervised learning
- bayesian networks
- symmetric matrix
- machine learning