Abstract | ||
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This paper addresses the derivation of likelihood func- tions and confidence bounds for problems involving over- determined linear systems with noise in all measurements, often referred to as total-least-squares (TLS). It has been shown previously that TLS provides maximum likelihood estimates. But rather than being a function solely of the variables of interest, the associated likelihood functions in- crease in dimensionality with the number of equations. This has made it difficult to derive suitable confidence bounds, and impractical to use these probability functions with Bayesian belief propagation or Bayesian tracking. This pa- per derives likelihood functions that are defined only on the parameters of interest. This has two main advantages: first, the likelihood functions are much easier to use within a Bayesian framework; and second it is straightforward to obtain a reliable confidence bound on the estimates. We demonstrate the accuracy of our confidence bound in re- lation to others that have been proposed. Also, we use our theoretical results to obtain likelihood functions for estimat- ing the direction of 3d camera translation. |
Year | DOI | Venue |
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2000 | 10.1109/CVPR.2000.855864 | Computer Vision and Pattern Recognition, 2000. Proceedings. IEEE Conference |
Keywords | Field | DocType |
belief networks,computer vision,least squares approximations,maximum likelihood estimation,Bayesian framework,confidence bounds,likelihood functions,maximum likelihood estimates,total-least-squares problems | Confidence distribution,Likelihood function,Pattern recognition,Likelihood-ratio test,Computer science,Marginal likelihood,Artificial intelligence,Total least squares,Likelihood principle,Bayesian probability,Belief propagation | Conference |
Volume | Issue | ISSN |
1 | 1 | 1063-6919 |
ISBN | Citations | PageRank |
0-7695-0662-3 | 30 | 2.16 |
References | Authors | |
9 | 3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Oscar Nestares | 1 | 134 | 12.37 |
David J. Fleet | 2 | 5236 | 550.74 |
Heeger, D.J. | 3 | 1223 | 438.76 |