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JAMDS
2000
109views more  JAMDS 2000»
13 years 5 months ago
Robust estimation in Capital Asset Pricing Model
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average o...
Wing-Keung Wong, Guorui Bian
CSDA
2007
127views more  CSDA 2007»
13 years 5 months ago
Computing the least quartile difference estimator in the plane
A common problem in linear regression is that largely aberrant values can strongly influence the results. The least quartile difference (LQD) regression estimator is highly robus...
Thorsten Bernholt, Robin Nunkesser, Karen Schettli...
CVPR
2003
IEEE
14 years 7 months ago
Optimal Segmentation of Dynamic Scenes from Two Perspective Views
We present a novel algorithm for optimally segmenting dynamic scenes containing multiple rigidly moving objects. We cast the motion segmentation problem as a constrained nonlinear...
René Vidal, Shankar Sastry
AVSS
2007
IEEE
13 years 9 months ago
A LQR spatiotemporal fusion technique for face profile collection in smart camera surveillance
In this paper, we propose a joint face orientation estimation in smart camera networks without having to localize the cameras in advance. The system is composed of in-node coarse ...
Chung-Ching Chang, Hamid K. Aghajan
CSDA
2007
117views more  CSDA 2007»
13 years 5 months ago
Smoothing splines estimators in functional linear regression with errors-in-variables
The Total Least Squares method is generalized in the context of the functional linear model. A smoothing splines estimator of the functional coefficient of the model is first prop...
Hervé Cardot, Christophe Crambes, Alois Kne...