21 search results - page 1 / 5 » Bounds for Estimation of Covariance Matrices From Heterogene... |
TSP
2008
13 years 10 months ago
2008
Abstract--This correspondence derives lower bounds on the meansquare error (MSE) for the estimation of a covariance matrix , using samples k = 1; . . . ; K, whose covariance matric...
TSP
2008
13 years 10 months ago
2008
We consider the problem of estimating the covariance matrix of an observation vector, using heterogeneous training samples, i.e., samples whose covariance matrices are not exactly ...
AVBPA
2001
Springer
14 years 3 months ago
2001
Springer
In several pattern recognition problems, particularly in image recognition ones, there are often a large number of features available, but the number of training samples for each p...
CSDA
2010
13 years 11 months ago
2010
Confirmatory factor analysis (CFA) is a data anylsis procedure that is widely used in social and behavioral sciences in general and other applied sciences that deal with large qua...
ICASSP
2009
IEEE
14 years 5 months ago
2009
IEEE
We address covariance estimation under mean-squared loss in the Gaussian setting. Specifically, we consider shrinkage methods which are suitable for high dimensional problems wit...