Sciweavers

53 search results - page 3 / 11
» Covariance Matrix Estimation With Heterogeneous Samples
Sort
View
JSAC
2006
89views more  JSAC 2006»
13 years 5 months ago
Robust multiuser detection for multicarrier CDMA systems
Abstract--Multiuser detection (MUD) for code-division multiple-access (CDMA) systems usually relies on some a priori channel estimates, which are obtained either blindly or by usin...
Rensheng Wang, Hongbin Li, Tao Li
ML
2002
ACM
129views Machine Learning» more  ML 2002»
13 years 5 months ago
Model Selection for Small Sample Regression
Model selection is an important ingredient of many machine learning algorithms, in particular when the sample size in small, in order to strike the right trade-off between overfitt...
Olivier Chapelle, Vladimir Vapnik, Yoshua Bengio
ICASSP
2011
IEEE
12 years 9 months ago
A single snapshot optimal filtering method for fundamental frequency estimation
Recently, optimal linearly constrained minimum variance (LCMV) filtering methods have been applied for fundamental frequency estimation. Like many other fundamental frequency est...
Jesper Rindom Jensen, Mads Groesboll Christensen, ...
CSDA
2010
157views more  CSDA 2010»
13 years 5 months ago
Robust estimation of constrained covariance matrices for confirmatory factor analysis
Confirmatory factor analysis (CFA) is a data anylsis procedure that is widely used in social and behavioral sciences in general and other applied sciences that deal with large qua...
E. Dupuis Lozeron, M. P. Victoria-Feser
CORR
2010
Springer
228views Education» more  CORR 2010»
13 years 4 months ago
Sparse Inverse Covariance Selection via Alternating Linearization Methods
Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse c...
Katya Scheinberg, Shiqian Ma, Donald Goldfarb