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» Shrinkage estimation of high dimensional covariance matrices
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ALGORITHMICA
2006
79views more  ALGORITHMICA 2006»
13 years 4 months ago
Parallel Computation of High-Dimensional Robust Correlation and Covariance Matrices
James Chilson, Raymond T. Ng, Alan Wagner, Ruben H...
JMLR
2010
101views more  JMLR 2010»
12 years 11 months ago
Exploiting Feature Covariance in High-Dimensional Online Learning
Some online algorithms for linear classification model the uncertainty in their weights over the course of learning. Modeling the full covariance structure of the weights can prov...
Justin Ma, Alex Kulesza, Mark Dredze, Koby Crammer...
DAGM
2000
Springer
13 years 9 months ago
Structured Covariance Matrices for Statistical Image Object Recognition
Abstract. In this paper we present di erent approaches to structuring covariance matrices within statistical classi ers. This is motivated by the fact that the use of full covarian...
Jörg Dahmen, Daniel Keysers, Michael Pitz, He...
TSP
2010
12 years 11 months ago
Optimal/near-optimal dimensionality reduction for distributed estimation in homogeneous and certain inhomogeneous scenarios
We consider distributed estimation of a deterministic vector parameter from noisy sensor observations in a wireless sensor network (WSN). The observation noise is assumed uncorrela...
Jun Fang, Hongbin Li
PRL
2007
154views more  PRL 2007»
13 years 4 months ago
Regularized mixture discriminant analysis
Abstract – In this paper we seek a Gaussian mixture model (GMM) of the classconditional densities for plug-in Bayes classification. We propose a method for setting the number of ...
Zohar Halbe, Mayer Aladjem