Sketching for simultaneously sparse and low-rank covariance matrices.

Sohail Bahmani Justin K. Romberg

Published in: CAMSAP (2015)

Keyphrases

covariance matrices
covariance matrix
maximum likelihood
gaussian distribution
gaussian mixture model
distance measure
vector space
multivariate normal
gaussian mixture
feature vectors
lie group
riemannian metric
active learning
log euclidean
pairwise
training set
linear classifiers
image processing
computer vision