1051 search results - page 6 / 211 » An algorithm for the principal component analysis of large d... |
CORR
2007
Springer
13 years 8 months ago
2007
Springer
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonze...
ICML
2007
IEEE
14 years 8 months ago
2007
IEEE
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a particular linear combination of the input variables while constraining the numb...
COMPLIFE
2006
Springer
13 years 11 months ago
2006
Springer
We present a method for simultaneous dimension reduction and metastability analysis of high dimensional time series. The approach is based on the combination of hidden Markov model...
ICCV
2011
IEEE
12 years 8 months ago
2011
IEEE
We propose a novel localized principal component analysis (PCA) based curve evolution approach which evolves the segmenting curve semi-locally within various target regions (divis...
NIPS
1997
13 years 9 months ago
1997
I present an expectation-maximization (EM) algorithm for principal component analysis (PCA). The algorithm allows a few eigenvectors and eigenvalues to be extracted from large col...