Free Probability, Sample Covariance Matrices, and Signal Processing.
N. Raj RaoAlan EdelmanPublished in: ICASSP (5) (2006)
Keyphrases
- covariance matrices
- signal processing
- covariance matrix
- maximum likelihood
- sample size
- distance measure
- gaussian distribution
- gaussian mixture model
- vector space
- image processing
- pattern recognition
- linear classifiers
- gaussian mixture
- log euclidean
- probability distribution
- feature vectors
- learning algorithm
- multivariate normal
- principal component analysis
- similarity search
- model selection
- worst case