41 search results - page 4 / 9 » Shrinkage estimation of high dimensional covariance matrices |
KDD
2002
ACM
14 years 6 months ago
2002
ACM
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...
NIPS
2007
13 years 7 months ago
2007
A situation where training and test samples follow different input distributions is called covariate shift. Under covariate shift, standard learning methods such as maximum likeli...
IDEAL
2005
Springer
13 years 11 months ago
2005
Springer
Abstract. Normal mixture models are often used to cluster continuous data. However, conventional approaches for fitting these models will have problems in producing nonsingular es...
TSP
2008
13 years 5 months ago
2008
The detection and estimation of signals in noisy, limited data is a problem of interest to many scientific and engineering communities. We present a mathematically justifiable, com...
ICPR
2010
IEEE
13 years 3 months ago
2010
IEEE
Verification decisions are often based on second order statistics estimated from a set of samples. Ongoing growth of computational resources allows for considering more and more fe...