Improved covariance matrix estimation: interpretation and experimental analysis of different approaches for anomaly detection applications

Regularized covariance matrix estimation with high dimensional data for supervised anomaly detection problems

2016 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2016.7727554 ◽

2016 ◽

Cited By ~ 1

Author(s):

Daniel Nikovski ◽

Kiran Byadarhaly

Keyword(s):

Anomaly Detection ◽

Covariance Matrix ◽

High Dimensional Data ◽

High Dimensional ◽

2014 6th Workshop on Hyperspectral Image and Signal Processing: Evolution in Remote Sensing (WHISPERS) ◽

A comparative analysis of covariance matrix estimation in anomaly detection

10.1109/whispers.2014.8077605 ◽

2014 ◽

Cited By ~ 1

Author(s):

Santiago Velasco-Forero ◽

Marcus Chen ◽

Alvina Goh ◽

Kim Pang Sze

Keyword(s):

Comparative Analysis ◽

Anomaly Detection ◽

Covariance Matrix ◽

Analysis Of Covariance ◽

Comparative Analysis of Covariance Matrix Estimation for Anomaly Detection in Hyperspectral Images

IEEE Journal of Selected Topics in Signal Processing ◽

10.1109/jstsp.2015.2442213 ◽

2015 ◽

Vol 9 (6) ◽

pp. 1061-1073 ◽

Cited By ~ 5

Author(s):

Santiago Velasco-Forero ◽

Marcus Chen ◽

Alvina Goh ◽

Sze Kim Pang

Keyword(s):

Comparative Analysis ◽

Anomaly Detection ◽

Covariance Matrix ◽

Hyperspectral Images ◽

Analysis Of Covariance ◽

Faculty Opinions recommendation of A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.718350670.793493808 ◽

2014 ◽

Author(s):

Zdeněk Valenta

Keyword(s):

Functional Genomics ◽

Covariance Matrix ◽

Large Scale ◽

Matrix Estimation ◽

Scale Covariance

High-Frequency Covariance Matrix Estimation Using Price Durations

SSRN Electronic Journal ◽

10.2139/ssrn.3162514 ◽

2018 ◽

Author(s):

Xiaolu Zhao ◽

Ingmar Nolte ◽

Stephen J. Taylor

Keyword(s):

Covariance Matrix ◽

High Frequency ◽

Bayesian Covariance Matrix Estimation Using a Mixture of Decomposable Graphical Models

SSRN Electronic Journal ◽

10.2139/ssrn.966635 ◽

2005 ◽

Author(s):

Helen Jean Armstrong ◽

Christopher K. Carter ◽

Kevin Wong ◽

Robert Kohn

Keyword(s):

Covariance Matrix ◽

Graphical Models ◽

Matrix Estimation ◽

Decomposable Graphical Models

Weighted Spatial Covariance Matrix Estimation for MUSIC Based TDOA Estimation of Speech Source

10.21437/interspeech.2017-199 ◽

2017 ◽

Cited By ~ 3

Author(s):

Chenglin Xu ◽

Xiong Xiao ◽

Sining Sun ◽

Wei Rao ◽

Eng Siong Chng ◽

...

Keyword(s):

Covariance Matrix ◽

Spatial Covariance ◽

Optimal Shrinkage Covariance Matrix Estimation Under Random Sampling From Elliptical Distributions

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2019.2908144 ◽

2019 ◽

Vol 67 (10) ◽

pp. 2707-2719 ◽

Cited By ~ 6

Author(s):

Esa Ollila ◽

Elias Raninen

Keyword(s):

Covariance Matrix ◽

Random Sampling ◽

Elliptical Distributions ◽

Band-Inverse TVAR Covariance Matrix Estimation for Adaptive Detection

IEEE Transactions on Aerospace and Electronic Systems ◽

10.1109/taes.2010.5417169 ◽

2010 ◽

Vol 46 (1) ◽

pp. 375-396 ◽

Cited By ~ 11

Author(s):

Yuri I. Abramovich ◽

Nicholas K. Spencer ◽

Ben A. Johnson

Keyword(s):

Covariance Matrix ◽

Adaptive Detection ◽

Robust Covariance Matrix Estimation and Identification of Unusual Data Points: New Tools

Research in Economics ◽

10.1016/j.rie.2021.03.001 ◽

2021 ◽

Author(s):

Christian Garciga ◽

Randal Verbrugge

Keyword(s):

Covariance Matrix ◽

Matrix Estimation ◽

Data Points