Concept

Covariance

Related publications (111)

Gaussian Mixture Regression on Symmetric Positive Definite Matrices Manifolds: Application to Wrist Motion Estimation with sEMG

Sylvain Calinon, Noémie Laure Gwendoline Jaquier

In many sensing and control applications, data are represented in the form of symmetric positive definite (SPD) matrices. Considering the underlying geometry of this data space can be beneficial in many robotics applications. In this paper, we present an e ...

2017

Functional data analysis by matrix completion

Marie-Hélène Descary

Traditional approaches to analysing functional data typically follow a two-step procedure, consisting in first smoothing and then carrying out a functional principal component analysis. The idea underlying this procedure is that functional data are well ap ...

EPFL2017

Dynamic Graffiti Stylisation with Stochastic Optimal Control

Sylvain Calinon

We present a method for the interactive generation of stylised letters, curves and motion paths that are similar to the ones that can be observed in art forms such as graffiti and calligraphy. We define various stylisations of a letter form over a common g ...

ACM2017

How close are the eigenvectors and eigenvalues of the sample and actual covariance matrices?

Andreas Loukas

How many samples are sufficient to guarantee that the eigenvectors and eigenvalues of the sample covariance matrix are close to those of the actual covariance matrix? For a wide family of distributions, including distributions with finite second moment and ...

2017

A Prediction-Error Covariance Estimator for Adaptive Kalman Filtering in Step-Varying Processes: Application to Power-System State Estimation

Jean-Yves Le Boudec, Mario Paolone, Lorenzo Zanni

In this paper, we present a new method for the estimation of the prediction-error covariances of a Kalman filter (KF), which is suitable for step-varying processes. The method uses a series of past innovations (i.e., the difference between the upcoming mea ...

Institute of Electrical and Electronics Engineers2017

Invariance of the Double-Moment Normalized Raindrop Size Distribution through 3D Spatial Displacement in Stratiform Rain

Alexis Berne, Timothy Hugh Raupach

Double-moment normalization of the drop size distribution (DSD) summarizes the DSD in a compact way, using two of its statistical moments and a "generic'' double-moment normalized DSD function. Results are presented of an investigation into the invariance ...

Amer Meteorological Soc2017

Attributing Aliasing Artifacts in Dirty Intensity Fields to their Parent Source

Matthieu Martin Jean-André Simeoni

Estimating intensity fields of stochastic phenomenons is of crucial interest in many scientific applications. Typical experimental setups involve an acquisition system, that subsequently filters and samples the probed intensity field. This equivalently def ...

2016

Evaluation of ICA-Based ICTD for PolSAR Data Analysis Using a Sliding Window Approach: Convergence Rate, Gaussian Sources, and Spatial Correlation

Nikola Besic

Polarimetric incoherent target decomposition aims at accessing physical parameters of illuminated scatters through the analysis of the target coherence or covariance matrix. In this framework, independent component analysis (ICA) was recently proposed as a ...

Institute of Electrical and Electronics Engineers2016

Deconvolution of Gaussian Random Fields using the Graph Fourier Transform

Matthieu Martin Jean-André Simeoni

Real-life acquisition systems are fundamentally limited in their ability to reproduce point sources. For example, a point source object, a star say, observed with an optical telescope is blurred by the imperfect lenses composing the system. Mathematically, ...

2016

Observer Placement for Source Localization: the Effect of Budgets and Transmission Variance

Patrick Thiran, Laura Elisa Celis, Brunella Marta Spinelli

When an epidemic spreads in a network, a key question is where was its source, i.e., the node that started the epidemic. If we know the time at which various nodes were infected, we can attempt to use this information in order to identify the source. Howev ...

2016

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