Efficient update of the covariance matrix inverse in iterated linear discriminant analysis.
Jan SalmenMarc SchlipsingChristian IgelPublished in: Pattern Recognit. Lett. (2010)
Keyphrases
- covariance matrix
- linear discriminant analysis
- principal component analysis
- principal components analysis
- discriminant analysis
- covariance matrices
- face recognition
- dimension reduction
- dimensionality reduction
- correlation matrix
- feature extraction
- null space
- small sample size
- low dimensional
- high dimensional data
- feature space
- principal components
- gaussian mixture
- discriminative information
- scatter matrix
- singular value decomposition
- sample size
- nearest neighbor
- support vector machine
- objective function
- machine learning