41 search results - page 5 / 9 » Shrinkage estimation of high dimensional covariance matrices |
71
Voted
ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
Sparsity in the eigenspace of signal covariance matrices is exploited in this paper for compression and denoising. Dimensionality reduction (DR) and quantization modules present i...
CVPR
2008
IEEE
15 years 11 months ago
2008
IEEE
Over the years, many tensor based algorithms, e.g. two dimensional principle component analysis (2DPCA), two dimensional singular value decomposition (2DSVD), high order SVD, have...
71
Voted
ICML
2005
IEEE
15 years 10 months ago
2005
IEEE
Linear discriminant analysis (LDA) has been an active topic of research during the last century. However, the existing algorithms have several limitations when applied to visual d...
106
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CDC
2010
IEEE
14 years 4 months ago
2010
IEEE
In this paper, we derive concentration of measure inequalities for compressive Toeplitz matrices (having fewer rows than columns) with entries drawn from an independent and identic...
CORR
2007
Springer
14 years 9 months ago
2007
Springer
Abstract. The simplex method in Linear Programming motivates several problems of asymptotic convex geometry. We discuss some conjectures and known results in two related directions...