Learning with structured covariance matrices in linear Gaussian models
We study structured covariance matrices in a Gaussian setting for a variety of data analysis scenarios. Despite its simplistic nature, we argue for the broad applicability of the Gaussian family through its second order statistics. We focus on three types of common structures in the machine learning...
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University of Sheffield
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.574078 |