منابع مشابه
Semi-tied covariance matrices
A standard problem in many classification tasks is how to model feature vectors whose elements are highly correlated. If multi-variate Gaussian distributions are used to model the data then they must have full covariance matrices to accurately do so. This requires a large number of parameters per distribution which restricts the number of distributions that may be robustly estimated, particular...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1997
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(97)00005-0