Numerical conditioning and asymptotic variance of subspace estimates.
Alessandro ChiusoGiorgio PicciPublished in: Autom. (2004)
Keyphrases
- unbiased estimator
- low variance
- low dimensional
- confidence intervals
- principal component analysis
- feature extraction
- sensitivity analysis
- covariance matrix
- expected values
- real valued
- standard deviation
- subspace learning
- numerical data
- numerical methods
- clustering high dimensional data
- variance reduction
- linear subspace
- subspace clustering
- correlation coefficient
- principal components
- high dimensional data
- covariance matrices
- lower dimensional
- high dimensional
- estimation error
- prediction error
- possibility theory
- feature space
- model selection
- machine learning