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» Shrinkage estimation of high dimensional covariance matrices
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CSDA
2008
94views more  CSDA 2008»
13 years 5 months ago
Robust model selection using fast and robust bootstrap
Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function wh...
Matias Salibian-Barrera, Stefan Van Aelst
ICANN
2005
Springer
13 years 10 months ago
Handwritten Digit Recognition with Nonlinear Fisher Discriminant Analysis
Abstract. To generalize the Fisher Discriminant Analysis (FDA) algorithm to the case of discriminant functions belonging to a nonlinear, finite dimensional function space F (Nonli...
Pietro Berkes
BMCBI
2010
113views more  BMCBI 2010»
13 years 4 months ago
Probabilistic Principal Component Analysis for Metabolomic Data
Background: Data from metabolomic studies are typically complex and high-dimensional. Principal component analysis (PCA) is currently the most widely used statistical technique fo...
Gift Nyamundanda, Lorraine Brennan, Isobel Claire ...
AUTOMATICA
2007
116views more  AUTOMATICA 2007»
13 years 5 months ago
Periodic input estimation for linear periodic systems: Automotive engine applications
In this paper, we consider periodic linear systems driven by T0-periodic signals that we desire to reconstruct. The systems under consideration are of the form ˙x =A(t)x +A0(t)w(...
Jonathan Chauvin, Gilles Corde, Nicolas Petit, Pie...
JMIV
2006
185views more  JMIV 2006»
13 years 5 months ago
Intrinsic Statistics on Riemannian Manifolds: Basic Tools for Geometric Measurements
In medical image analysis and high level computer vision, there is an intensive use of geometric features like orientations, lines, and geometric transformations ranging from simp...
Xavier Pennec