Regularized robust estimation of mean and covariance matrix for incomplete data.
Junyan LiuDaniel P. PalomarPublished in: Signal Process. (2019)
Keyphrases
- robust estimation
- incomplete data
- covariance matrix
- least squares
- pseudo inverse
- missing data
- covariance matrices
- missing values
- objective function
- principal component analysis
- bayesian networks
- sample size
- em algorithm
- mahalanobis distance
- incomplete data sets
- motion field
- positive definite
- hyperparameters
- optical flow
- data analysis
- gaussian mixture
- dimensionality reduction
- evolutionary algorithm
- training data
- computer vision
- learning algorithm
- machine learning
- data sets