Benchmarking a weighted negative covariance matrix update on the BBOB-2010 noisy testbed.
Nikolaus HansenRaymond RosPublished in: GECCO (Companion) (2010)
Keyphrases
- covariance matrix
- covariance matrices
- sample size
- principal component analysis
- mahalanobis distance
- eigenvalues and eigenvectors
- correlation matrix
- eigendecomposition
- geometrical interpretation
- pseudo inverse
- positive definite
- objective function
- multivariate gaussian
- gaussian mixture
- estimation error
- relative entropy
- maximum likelihood
- symmetric matrix
- computer vision
- mahalanobis metric