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ICASSP
2011
IEEE
12 years 7 months ago
Comparison of several covariance matrix estimators for portfolio optimization
Modern portfolio theory dates back to a seminal 1952 paper by H. Markowitz and has been very influential both in academic finance and among practitioners in the financial indus...
Ka Ki Ng, Priyanka Agarwal, Nathan Mullen, Dzung D...
JMLR
2010
141views more  JMLR 2010»
12 years 10 months ago
Hierarchical Gaussian Process Regression
We address an approximation method for Gaussian process (GP) regression, where we approximate covariance by a block matrix such that diagonal blocks are calculated exactly while o...
Sunho Park, Seungjin Choi
ICRA
2010
IEEE
151views Robotics» more  ICRA 2010»
13 years 2 months ago
Estimation of model parameters for steerable needles
Abstract— Flexible needles with bevel tips are being developed as useful tools for minimally invasive surgery and percutaneous therapy. When such a needle is inserted into soft t...
Wooram Park, Kyle Brandon Reed, Allison M. Okamura...
CORR
2010
Springer
184views Education» more  CORR 2010»
13 years 3 months ago
Extended Two-Dimensional PCA for Efficient Face Representation and Recognition
In this paper a novel method called Extended TwoDimensional PCA (E2DPCA) is proposed which is an extension to the original 2DPCA. We state that the covariance matrix of 2DPCA is e...
Mehran Safayani, Mohammad Taghi Manzuri Shalmani, ...
TSP
2008
115views more  TSP 2008»
13 years 3 months ago
A Bayesian Approach to Adaptive Detection in Nonhomogeneous Environments
Abstract--We consider the adaptive detection of a signal of interest embedded in colored noise, when the environment is nonhomogeneous, i.e., when the training samples used for ada...
Stéphanie Bidon, Olivier Besson, Jean-Yves ...
TCSV
2008
313views more  TCSV 2008»
13 years 3 months ago
Fast Pedestrian Detection Using a Cascade of Boosted Covariance Features
Efficiently and accurately detecting pedestrians plays a very important role in many computer vision applications such as video surveillance and smart cars. In order to find the ri...
Sakrapee Paisitkriangkrai, Chunhua Shen, Jian Zhan...
WCE
2007
13 years 4 months ago
Recursive Linear Estimation for Doubly Stochastic Poisson Processes
Abstract— The problem of estimating the intensity process of a doubly stochastic Poisson process is analyzed. Using covariance information, a recursive linear minimum mean-square...
Rosa M. Fernández-Alcalá, Jesú...
NIPS
2008
13 years 5 months ago
Covariance Estimation for High Dimensional Data Vectors Using the Sparse Matrix Transform
Covariance estimation for high dimensional vectors is a classically difficult problem in statistical analysis and machine learning. In this paper, we propose a maximum likelihood ...
Guangzhi Cao, Charles A. Bouman
ECCV
2010
Springer
13 years 8 months ago
Fast Covariance Computation and Dimensionality Reduction for Sub-Window Features in Images
This paper presents algorithms for efficiently computing the covariance matrix for features that form sub-windows in a large multidimensional image. For example, several image proc...
AVBPA
2003
Springer
133views Biometrics» more  AVBPA 2003»
13 years 8 months ago
Visual Analysis of the Use of Mixture Covariance Matrices in Face Recognition
The quadratic discriminant (QD) classifier has proved to be simple and effective in many pattern recognition problems. However, it requires the computation of the inverse of the sa...
Carlos E. Thomaz, Duncan Fyfe Gillies