Kernel Constrained Covariance for Dependence Measurement.
Arthur GrettonAlexander J. SmolaOlivier BousquetRalf HerbrichAndrei BelitskiMark AugathYusuke MurayamaJon PaulsBernhard SchölkopfNikos K. LogothetisPublished in: AISTATS (2005)
Keyphrases
- kernel function
- kernel methods
- covariance matrix
- hilbert schmidt
- hilbert schmidt independence criterion
- machine learning
- convolution kernel
- pairwise
- feature space
- feature selection
- gaussian processes
- covariance matrices
- kernel matrix
- sparse kernel
- mutual subspace method
- similarity function
- measurement model
- measurement error
- kernel learning
- semi supervised
- support vector
- image segmentation
- information systems