Joint Estimation of Inverse Covariance Matrices Lying in an Unknown Subspace.
Ilya SoloveychikAmi WieselPublished in: IEEE Trans. Signal Process. (2017)
Keyphrases
- covariance matrices
- joint estimation
- covariance matrix
- maximum likelihood
- distance measure
- vector space
- gaussian mixture model
- gaussian distribution
- transformation matrix
- multivariate normal
- feature vectors
- gaussian mixture
- lie group
- riemannian manifolds
- pairwise
- machine learning
- log euclidean
- low dimensional
- principal component analysis
- active learning
- linear classifiers
- riemannian metric
- data sets