Covariance and correlation estimates have important applications in data mining. In the presence of outliers, classical estimates of covariance and correlation matrices are not re...
Fatemah A. Alqallaf, Kjell P. Konis, R. Douglas Ma...
The computation of covariance and correlation matrices are critical to many data mining applications and processes. Unfortunately the classical covariance and correlation matrices...
James Chilson, Raymond T. Ng, Alan Wagner, Ruben H...
We consider the task of performing anomaly detection in highly noisy multivariate data. In many applications involving real-valued time-series data, such as physical sensor data a...
Beamformers are spatial filters that pass source signals in particular focused locations while suppressing interference from elsewhere. The widely-used minimum variance adaptive b...
Spatial and temporal correlations which affect the signal measured in functional MRI (fMRI) are usually not considered simultaneously (i.e., as non-independent random processes) in...