Performing dimensionality reduction of nonstationary stochastic processes using perturbation analysis.
Vincent VigneronHichem MaarefPublished in: EUSIPCO (2005)
Keyphrases
- stochastic processes
- non stationary
- random fields
- dimensionality reduction
- stochastic process
- markov processes
- principal component analysis
- high dimensional data
- high dimensional
- autoregressive
- feature extraction
- feature selection
- pattern recognition
- markov random field
- continuous time bayesian networks
- maximum entropy
- conditional random fields
- information extraction
- probability distribution
- probabilistic model
- feature space
- parameter estimation
- image processing