3 - Statistical Inference in Linear Models
Published online by Cambridge University Press: 30 June 2022
Summary
In this chapter, examples of concrete machine learning and statistical inference/estimation problems involving covariance matrix-based estimators are discussed. This includes the generalized likelihood ratio test, the popular linear and quadratic discriminant analysis, subspace methods such as MUSIC for direction of arrival estimation, covariance distance estimation, as well as robust covariance estimation.
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- Information
- Random Matrix Methods for Machine Learning , pp. 155 - 206Publisher: Cambridge University PressPrint publication year: 2022