Presentation 1999/6/18
A Quadratic Discriminant Function Adopting Covariance Matrix with Doubly Rectified Eigenvalues
Mitsuru SAKAI, Masaaki YONEDA, Hiroyuki HASE, Hiroshi MARUYAMA,
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Abstract(in English) We propose a new covariance matrix of which eigenvalues are doubly rectifed. Previously, we showed that the rectified eigenvalues give better performance to a quadratic discriminant function. In this paper, we show that a blurred covariance matrix is to be estimated instead of the covariance matrix of the universe and how to estimate the blur. Our covariance matrix is obtained by two step rectifications. The first step is to rectify biases of sample eigenvalues and the second step to blur them. We derive the explicit form of the eigenvalues of the blurred covariance matrix in the two-dimensional normal case. Finally, we show by Monte Carlo methods that the discriminant function adopting our covaiance matrix works effectively in two-dimensional normal cases especially in the case of a small sample size.
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Keyword(in English) learning pattern size / covaiance matrix estimator / bias of sample eigenvalue / quadratic discriminant function / two-dimensional normal distribution
Paper # PRMU99-30
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Conference Information
Committee PRMU
Conference Date 1999/6/18(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) A Quadratic Discriminant Function Adopting Covariance Matrix with Doubly Rectified Eigenvalues
Sub Title (in English)
Keyword(1) learning pattern size
Keyword(2) covaiance matrix estimator
Keyword(3) bias of sample eigenvalue
Keyword(4) quadratic discriminant function
Keyword(5) two-dimensional normal distribution
1st Author's Name Mitsuru SAKAI
1st Author's Affiliation Fuculty of Engineering, Toyama University()
2nd Author's Name Masaaki YONEDA
2nd Author's Affiliation Fuculty of Engineering, Toyama University
3rd Author's Name Hiroyuki HASE
3rd Author's Affiliation Fuculty of Engineering, Toyama University
4th Author's Name Hiroshi MARUYAMA
4th Author's Affiliation Fuculty of Engineering, Toyama University
Date 1999/6/18
Paper # PRMU99-30
Volume (vol) vol.99
Number (no) 119
Page pp.pp.-
#Pages 8
Date of Issue