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Magnetoencephalography (MEG) is an imaging technique used to measure the magnetic field outside the human head produced by the electrical activity inside the brain. The MEG inverse problem, identifying the location of the electrical sources from the magnet ...
We revisit the problem of extending the notion of principal component analysis (PCA) to multivariate datasets that satisfy nonlinear constraints, therefore lying on Riemannian manifolds. Our aim is to determine curves on the manifold that retain their cano ...
American Statistical Association2014
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Consider a two-class classification problem where the number of features is much larger than the sample size. The features are masked by Gaussian noise with mean zero and covariance matrix Sigma, where the precision matrix Omega = Sigma(-1) is unknown but ...