A Modification of Eigenvalues to Compensate Estimation Errors of Eigenvectors.
Masakazu IwamuraShinichiro OmachiHirotomo AsoPublished in: ICPR (2000)
Keyphrases
- covariance matrix
- estimation error
- eigenvalues and eigenvectors
- principal component analysis
- estimation accuracy
- sample size
- correlation matrix
- average error
- principal components
- eigendecomposition
- objective function
- fourth order
- laplacian matrix
- singular value decomposition
- pseudo inverse
- random matrix theory
- least squares
- cost function