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DATAIA Seminar | « Linear pooling of sample covariance matrices » - Esa Ollila
… covariance matrices » - Esa Ollila Esa Ollila (Université de Aalto) est l’animateur du séminaire DATAIA du mois de … estimate each class covariance matrix as a weighted linear combination of sample covariance matrices of individual … to infinity. We also show how the proposed approach can be used in choosing the regularization parameters for multiple …Article publié le:
