Open AccessA Data-Driven Bound on Covariance Matrices for Avoiding Degeneracy in Multivariate Gaussian Mixtures
Author(s) -
Christophe Biernacki,
Gwénaëlle Castellan
Publication year - 2014
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - covariance , degeneracy (biology) , multivariate statistics , covariance matrix , gaussian , multivariate normal distribution , upper and lower bounds , computer science , estimation of covariance matrices , mathematics , algorithm , statistical physics , statistics , physics , chemistry , computational chemistry , mathematical analysis , bioinformatics , biology