Title
A covariance estimator for small sample size classification problems and its application to feature extraction
Abstract
A key to successful classification of multivariate data is the defining of an accurate quantitative model of each class. This is especially the case when the dimensionality of the data is high, and the problem is exacerbated when the number of training samples is limited. For the commonly used quadratic maximum-likelihood classifier, the class mean vectors and covariance matrices are required and must be estimated from the available training samples. In high dimensional cases, it has been found that feature extraction methods are especially useful, so as to transform the problem to a lower dimensional space without loss of information, however, here too class statistics estimation error is significant. Finding a suitable regularized covariance estimator is a way to mitigate these estimation error effects. The main purpose of this work is to find an improved regularized covariance estimator of each class with the advantages of Leave-One-Out Covariance Estimator (LOOC) and Bayesian LOOC (BLOOC). Besides, using the proposed covariance estimator to improve the linear feature extraction methods when the multivariate data is singular or nearly so is demonstrated. This work is specifically directed at analysis methods for hyperspectral remote sensing data
Year
DOI
Venue
2002
10.1109/TGRS.2002.1006358
IEEE T. Geoscience and Remote Sensing
Keywords
Field
DocType
terrain mapping,geophysical techniques,hyperspectral remote sensing,small sample size,land surface,bayesian method,optical method,leave-one-out covariance estimator,multidimensional signal processing,bayes method,multispectral remote sensing,feature extraction,image classification,geophysical signal processing,covariance estimator,multivariate data,quantitative model,geophysical measurement technique,regularized covariance estimator,maximum likelihood estimation,bayesian methods,remote sensing,covariance matrix,covariance estimation,hyperspectral imaging,hyperspectral sensors,data analysis,indexing terms
Covariance function,Estimation of covariance matrices,Pattern recognition,Rational quadratic covariance function,Covariance intersection,Feature extraction,Artificial intelligence,Matérn covariance function,Mathematics,Estimator,Covariance
Journal
Volume
Issue
ISSN
40
4
0196-2892
Citations 
PageRank 
References 
34
3.80
2
Authors
2
Name
Order
Citations
PageRank
Bor-Chen Kuo1343.80
David A. Landgrebe2807125.38