Presentation 2003/2/14
Robust Estimation of Distribution by Shrinkage Technique
Masakazu IWAMURA, Shinichiro OMACHI, Hirotomo ASO,
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Abstract(in English) Most pattern recognition applications require the eigenvalues and eigenvectors of the covariance matrix. It is well known that when the number of training samples is small. the eigenvalues of the covariance matrix contains bias, and the bias degrades recognition performance. There are some methods which ignore the small eigenvalues, or acquire better estimates of the covariance matrix by correcting the eigenvalues. Though all of these methods cope with the eigenvalues obtained after eigen decomposition, eigen decomposition seems to cause the biases of the eigenvalues. Therefore, it is worth trying to devise a method which avoids bias of eigenvalues. In this paper, it is confirmed that biases of the eigenvalues appear after eigen decomposition by experiments. Then a method of shrinking the covariance matrix befor eigen decomposition for avoiding bias of the eigenvalues are proposed. The ability of the proposed method of estimating the ture distribution more precisely than using the sample covariance matrix and of improving recognition performance is confirmed by the recognition experiments.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) eigen decomposition / bias of eigenvalue / shrinkage of dimensionality
Paper # PRMU2002-216
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Conference Information
Committee PRMU
Conference Date 2003/2/14(1days)
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Paper Information
Registration To Pattern Recognition and Media Understanding (PRMU)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Robust Estimation of Distribution by Shrinkage Technique
Sub Title (in English)
Keyword(1) eigen decomposition
Keyword(2) bias of eigenvalue
Keyword(3) shrinkage of dimensionality
1st Author's Name Masakazu IWAMURA
1st Author's Affiliation Graduate School of Engineering, Tokyo University()
2nd Author's Name Shinichiro OMACHI
2nd Author's Affiliation Graduate School of Engineering, Tokyo University
3rd Author's Name Hirotomo ASO
3rd Author's Affiliation Graduate School of Engineering, Tokyo University
Date 2003/2/14
Paper # PRMU2002-216
Volume (vol) vol.102
Number (no) 652
Page pp.pp.-
#Pages 6
Date of Issue