| Presentation | 2007-12-14 Robust Estimation of Inverse Covariance Matrix by Shrinkage Technique Masakazu IWAMURA, Shinichiro OMACHI, Hirotomo ASO, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In pattern recognition, important measures including quadratic discriminant function (QDF) and Mahalanobis distance (MD) depend on the inverse of a covariance matrix. Since estimation accuracy of the matrix roughly determines pattern recognition performance, we have proposed an estimating method using "a shrinkage technique." In this paper, by introducing sphericity test and block diagonalization to the method, we achieve simplification and performance improvement. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | small sample problem / eigen decomposition / bias of eigenvalue / sphericity test / shrinkage of dimensionality |
| Paper # | PRMU2007-156 |
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| Conference Information | |
| Committee | PRMU |
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| Conference Date | 2007/12/6(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Pattern Recognition and Media Understanding (PRMU) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Robust Estimation of Inverse Covariance Matrix by Shrinkage Technique |
| Sub Title (in English) | |
| Keyword(1) | small sample problem |
| Keyword(2) | eigen decomposition |
| Keyword(3) | bias of eigenvalue |
| Keyword(4) | sphericity test |
| Keyword(5) | shrinkage of dimensionality |
| 1st Author's Name | Masakazu IWAMURA |
| 1st Author's Affiliation | Graduate School of Engineering, Osaka Prefecture University() |
| 2nd Author's Name | Shinichiro OMACHI |
| 2nd Author's Affiliation | Graduate School of Engineering, Tohoku University |
| 3rd Author's Name | Hirotomo ASO |
| 3rd Author's Affiliation | Graduate School of Engineering, Tohoku University |
| Date | 2007-12-14 |
| Paper # | PRMU2007-156 |
| Volume (vol) | vol.107 |
| Number (no) | 384 |
| Page | pp.pp.- |
| #Pages | 5 |
| Date of Issue | |