Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework.

Alexis Hannart Philippe Naveau

Published in: J. Multivar. Anal. (2014)

Keyphrases

covariance matrices
high dimensional
covariance matrix
maximum likelihood
riemannian manifolds
vector space
distance measure
gaussian distribution
log euclidean
gaussian mixture model
riemannian metric
training data
language model
probability density function
metric space