Code for the paper E. Raninen and E. Ollila, “Coupled regularized sample covariance matrix estimator for multiple classes,” in IEEE Transactions on Signal Processing, vol. 69, pp. 5681–5692, 2021, doi: 10.1109/TSP.2021.3118546.
high-dimensional-data
regularization
covariance-matrix
shrinkage
discriminant-analysis
elliptical-distribution
regularized-discriminant-analysis
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Updated
Apr 28, 2022 - Python