In-variance of subspace based estimators.
Jean-François CardosoEric MoulinesPublished in: IEEE Trans. Signal Process. (2000)
Keyphrases
- variance estimator
- low variance
- variance reduction
- von mises
- unbiased estimator
- low dimensional
- principal component analysis
- high dimensional
- subspace clustering
- feature space
- dimensionality reduction
- kernel based nonlinear
- clustering high dimensional data
- subspace learning
- real valued
- naive bayes
- monte carlo
- analytical expressions
- steady state
- minimum variance
- principal components
- lower dimensional
- random projections
- covariance matrix
- eigendecomposition
- hypothesis tests
- asymptotic properties
- prediction error
- trade off
- neural network
- data sets