Joint Independent Subspace Analysis Using Second-Order Statistics
نویسندگان
چکیده
منابع مشابه
ON AN INDEPENDENT RESULT USING ORDER STATISTICS AND THEIR CONCOMITANT
Let X1;X2;...;Xn have a jointly multivariate exchangeable normal distribution. In this work we investigate another proof of the independence of X and S2 using order statistics. We also assume that (Xi ; Yi); i =1; 2;...; n; jointly distributed in bivariate normal and establish the independence of the mean and the variance of concomitants of order statistics.
متن کاملUsing second order statistics for text independent speaker verification
This paper describes a computationally simple method to perform text independent speaker verification using second order statistics. The suggested method, called Utterance Level Scoring (ULS), allows obtaining a normalized score using a single pass through the frames of the tested utterance. The utterance sample covariance is first calculated and then compared to the speaker covariance using a ...
متن کاملFace recognition using second-order discriminant tensor subspace analysis
Discriminant information (DI) plays a critical role in face recognition. In this paper, we proposed a Second Order Discriminant Tensor Subspace Analysis (DTSA) algorithm to extract discriminant features from the intrinsic manifold structure of the tensor data. DTSA combines the advantages of previous methods with DI, the tensor methods preserving the spatial structure information of the samples...
متن کاملSecond Order Subspace Analysis and Simple Decompositions
The recovery of the mixture of an N -dimensional signal generated by N independent processes is a well studied problem (see e.g. [1, 10]) and robust algorithms that solve this problem by Joint Diagonalization exist. While there is a lot of empirical evidence suggesting that these algorithms are also capable of solving the case where the source signals have block structure (apart from a final pe...
متن کاملon an independent result using order statistics and their concomitant
let x1;x2;...;xn have a jointly multivariate exchangeable normal distribution. in this work we investigate another proof of the independence of x and s2 using order statistics. we also assume that (xi ; yi); i =1; 2;...; n; jointly distributed in bivariate normal and establish the independence of the mean and the variance of concomitants of order statistics.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2016
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2016.2526960