Unconstrained parametrizations for variance-covariance matrices.
José C. PinheiroDouglas M. BatesPublished in: Stat. Comput. (1996)
Keyphrases
- covariance matrices
- covariance matrix
- intra class
- maximum likelihood
- sample size
- multivariate normal
- principal component analysis
- gaussian mixture
- gaussian mixture model
- gaussian distribution
- distance measure
- vector space
- principal components
- feature vectors
- riemannian manifolds
- riemannian metric
- pairwise
- decision trees
- lie group
- machine learning