Positive-definite thresholding estimators of covariance matrices with zeros.

Rakheon Kim Mohsen Pourahmadi Tanya P. Garcia

Published in: J. Multivar. Anal. (2023)

Keyphrases

positive definite
covariance matrix
covariance matrices
sample size
principal component analysis
denoising
gaussian mixture
image segmentation
riemannian metric
structure tensor
edge detection
maximum likelihood
machine learning
objective function
image processing
lie group
supervised learning