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» Estimation in covariate-adjusted regression
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DSP
2008
14 years 9 months ago
Empirical Bayes linear regression with unknown model order
We study maximum a posteriori probability model order selection for linear regression models, assuming Gaussian distributed noise and coefficient vectors. For the same data model,...
Yngve Selén, Erik G. Larsson
SMA
2008
ACM
162views Solid Modeling» more  SMA 2008»
14 years 9 months ago
Fast and robust bootstrap
The Least Trimmed Squares (LTS) estimator is a frequently used robust estimator of regression. When it comes to inference for the parameters of the regression model, the asymptoti...
Matias Salibian-Barrera, Stefan Van Aelst, Gert Wi...
NECO
2011
14 years 4 months ago
Least Squares Estimation Without Priors or Supervision
Selection of an optimal estimator typically relies on either supervised training samples (pairs of measurements and their associated true values), or a prior probability model for...
Martin Raphan, Eero P. Simoncelli
ECML
2005
Springer
15 years 3 months ago
Kernel Basis Pursuit
ABSTRACT. Estimating a non-uniformly sampled function from a set of learning points is a classical regression problem. Kernel methods have been widely used in this context, but eve...
Vincent Guigue, Alain Rakotomamonjy, Stépha...
DAGM
2008
Springer
14 years 11 months ago
Example-Based Learning for Single-Image Super-Resolution
Abstract. This paper proposes a regression-based method for singleimage super-resolution. Kernel ridge regression (KRR) is used to estimate the high-frequency details of the underl...
Kwang In Kim, Younghee Kwon