Detail of Publication
| Text Language | Japanese |
|---|---|
| Authors | Masakazu Iwamura, Shinichiro Omachi,and Hirotomo Aso |
| Title | Robust Estimation of Inverse Covariance Matrix by Shrinkage Technique |
| Journal | IEICE Technical Report |
| Presentation number | PRMU2007-156 |
| Reviewed or not | Not reviewed |
| Month & Year | December 2007 |
| Abstract | 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. |
- Entry for BibTeX
@InCollection{Iwamura2007, author = {Masakazu Iwamura and Shinichiro Omachi and Hirotomo Aso}, title = {Robust Estimation of Inverse Covariance Matrix by Shrinkage Technique}, booktitle = {IEICE Technical Report}, year = 2007, month = dec, presenID = {PRMU2007-156} }