On the role of ML estimation and Bregman divergences in sparse representation of covariance and precision matrices

Branko Brkljač; Željen Trpovski

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arXiv · 1810.11718

On the role of ML estimation and Bregman divergences in sparse representation of covariance and precision matrices

Branko Brkljač·Željen Trpovski

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Abstract

Sparse representation of structured signals requires modelling strategies that maintain specific signal properties, in addition to preserving original information content and achieving simpler signal representation. Therefore, the major design challenge is to introduce adequate problem formulations and offer solutions that will efficiently lead to desired representations. In this context, sparse representation of covariance and precision matrices, which appear as feature descriptors or mixture model parameters, respectively, will be in the main focus of this paper.

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Branko Brkljač, Željen Trpovski. 2018-10-27. On the role of ML estimation and Bregman divergences in sparse representation of covariance and precision matrices. https://arxiv.org/abs/1810.11718

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