Distribution approximation of covariance matrix eigenvalues.
Shin-ichi TsukadaTakatoshi SugiyamaPublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- covariance matrix
- normal distribution
- covariance matrices
- eigendecomposition
- eigenvalues and eigenvectors
- principal component analysis
- mahalanobis distance
- sample size
- objective function
- positive definite
- pseudo inverse
- laplacian matrix
- geometrical interpretation
- correlation matrix
- probability distribution
- multivariate gaussian
- gaussian mixture
- closed form
- gaussian distribution
- class conditional densities
- symmetric matrix
- estimation error
- principal components
- feature vectors
- image processing
- mixture model