Predicting the required number of training samples

IEEE Trans Pattern Anal Mach Intell. 1983 Jun;5(6):664-7. doi: 10.1109/tpami.1983.4767459.

Abstract

In this paper a criterion which measures the quality of the estimate of the covariance matrix of a multivariate normal distribution is developed. Based on this criterion, the necessary number of training samples is predicted. Experimental results which are used as a guide for determining the number of training samples are included.