DocumentCode :
2507971
Title :
Verification Under Increasing Dimensionality
Author :
Hendrikse, Anne ; Veldhuis, Raymond ; Spreeuwers, Luuk
Author_Institution :
Fac. EEMCS, Univ. of Twente, Enschede, Netherlands
fYear :
2010
fDate :
23-26 Aug. 2010
Firstpage :
589
Lastpage :
592
Abstract :
Verification decisions are often based on second order statistics estimated from a set of samples. Ongoing growth of computational resources allows for considering more and more features, increasing the dimensionality of the samples. If the dimensionality is of the same order as the number of samples used in the estimation or even higher, then the accuracy of the estimate decreases significantly. In particular, the eigenvalues of the covariance matrix are estimated with a bias and the estimate of the eigenvectors differ considerably from the real eigenvectors. We show how a classical approach of verification in high dimensions is severely affected by these problems, and we show how bias correction methods can reduce these problems.
Keywords :
covariance matrices; eigenvalues and eigenfunctions; higher order statistics; covariance matrix; eigenvalues; eigenvectors; sample dimensionality; second order statistics; verification decision; Covariance matrix; Distribution functions; Eigenvalues and eigenfunctions; Equations; Estimation; Principal component analysis; Training; General Statistical Analysis; bias correction; high dimensional verification;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Pattern Recognition (ICPR), 2010 20th International Conference on
Conference_Location :
Istanbul
ISSN :
1051-4651
Print_ISBN :
978-1-4244-7542-1
Type :
conf
DOI :
10.1109/ICPR.2010.149
Filename :
5597446
Link To Document :
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