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» Estimating Vision Parameters given Data with Covariances
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ICPR
2000
IEEE
15 years 10 months ago
Reduction of Bias in Maximum Likelihood Ellipse Fitting
An improved maximum likelihood estimator for ellipse fitting based on the heteroscedastic errors-in-variables (HEIV) regression algorithm is proposed. The technique significantly ...
Bogdan Matei, Peter Meer
PR
2002
202views more  PR 2002»
14 years 9 months ago
Illumination color covariant locale-based visual object retrieval
Search by Object Model -- finding an object inside a target image -- is a desirable and yet difficult mechanism for querying multimedia data. An added difficulty is that objects c...
Mark S. Drew, Ze-Nian Li, Zinovi Tauber
BMVC
2002
14 years 12 months ago
A New Constrained Parameter Estimator: Experiments in Fundamental Matrix Computation
In recent work the authors proposed a wide-ranging method for estimating parameters that constrain image feature locations and satisfy a constraint not involving image data. The p...
Anton van den Hengel, Michael J. Brooks, Wojciech ...
NIPS
2008
14 years 11 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
IJCV
2000
133views more  IJCV 2000»
14 years 9 months ago
Heteroscedastic Regression in Computer Vision: Problems with Bilinear Constraint
We present an algorithm to estimate the parameters of a linear model in the presence of heteroscedastic noise, i.e., each data point having a different covariance matrix. The algor...
Yoram Leedan, Peter Meer