Testing high dimensional covariance matrices via posterior Bayes factor.
Zhendong WangXingzhong XuPublished in: J. Multivar. Anal. (2021)
Keyphrases
- covariance matrices
- high dimensional
- covariance matrix
- maximum likelihood
- vector space
- gaussian mixture model
- low dimensional
- gaussian distribution
- distance measure
- probability distribution
- gaussian mixture
- dimensionality reduction
- feature vectors
- principal component analysis
- similarity search
- nearest neighbor
- feature space
- support vector
- parameter space
- linear classifiers
- riemannian metric
- data sets
- multivariate normal
- support vector machine
- decision trees
- high dimensional data
- data points
- training data
- riemannian manifolds
- model selection
- em algorithm
- multi class
- sparse coding
- gaussian process
- pairwise
- feature selection