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Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues Journal article
Journal of Financial and Quantitative Analysis, 2019,Page: 1-62
Authors:  Fangquan Shi;  Lianjie Shu;  Aijun Yang;  Fangyi He
Favorite  |  View/Download:0/0  |  Submit date:2019/12/10
Nonparametric Bayesian Correlated Group Regression With Applications to Image Classification Journal article
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2018,Volume: 29,Issue: 11,Page: 5330-5344
Authors:  Luo, Lei;  Yang, Jian;  Zhang, Bob;  Jiang, Jielin;  Huang, Heng
Favorite  |  View/Download:4/0  |  Submit date:2019/01/17
Correlated group regression  expectation-maximization (EM)  robust image classification  scale mixture of matrix Gaussian distribution  sparse Bayesian learning (SBL)  
Nonparametric Bayesian Correlated Group Regression with Applications to Image Classification Journal article
IEEE Transactions on Neural Networks and Learning Systems, 2018,Volume: 29,Issue: 11,Page: 5330-5344
Authors:  Luo L.;  Yang J.;  Zhang B.;  Jiang J.;  Huang H.
Favorite  |  View/Download:1/0  |  Submit date:2019/04/04
Correlated group regression  expectation-maximization (EM)  robust image classification  scale mixture of matrix Gaussian distribution  sparse Bayesian learning (SBL)  
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018,Volume: 7,Issue: 3
Authors:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
Favorite  |  View/Download:7/0  |  Submit date:2018/10/30
High-frequency Data  Volatility Estimation  Microstructure Noise  
Color Image Noise Covariance Estimation with Cross-Channel Image Noise Modeling Conference paper
proceeding of 2018 IEEE International Conference on Multimedia and Expo (ICME), San Diego, CA, USA, 23-27 July 2018
Authors:  Li Dong;  Jiantao Zhou;  Tao Dai
Favorite  |  View/Download:2/0  |  Submit date:2019/04/17
Noise Covariance Estimation  Weakly Textured Patch  Color Image Denoising  
Person Re-Identification by Dual-Regularized KISS Metric Learning Journal article
IEEE Transactions on Image Processing, 2016,Volume: 25,Issue: 6,Page: 2726 - 2738
Authors:  Dapeng Tao;  Yanan Guo;  Mingli Song;  Yaotang Li;  Zhengtao Yu;  Yuan Yan Tang
Favorite  |  View/Download:2/0  |  Submit date:2018/10/30
Intelligent Video Surveillance  Metric Learning  Person Re-identification  Regularization Technique  
Covariance matrix estimation with multi-regularization parameters based on MDL principle Journal article
Neural Processing Letters, 2013,Volume: 38,Issue: 2,Page: 227-238
Authors:  Zhou X.;  Guo P.;  Chen C.L.P.
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Covariance matrix estimation  Gaussian classifier  Minimum description length Principle  Multi-regularization parameters selection  
A general robust linear transceiver design for multi-hop amplify-and-forward MIMO relaying systems Journal article
IEEE Transactions on Signal Processing, 2013,Volume: 61,Issue: 5,Page: 1196
Authors:  Xing C.;  Ma S.;  Fei Z.;  Wu Y.-C.;  Poor H.V.
Favorite  |  View/Download:3/0  |  Submit date:2018/10/30
Amplify-and-forward (Af)  Matrix-variate Optimization  Mimo Relaying  Robust Transceiver Design  
Multi-regularization parameters estimation for Gaussian mixture classifier based on MDL principle Conference paper
NCTA 2011 - Proceedings of the International Conference on Neural Computation Theory and Applications
Authors:  Zhou X.;  Guo P.;  Philip Chen C.L.
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Covariance matrix estimation  Gaussian classifier  Minimum description length  Multi-regularization parameters selection  
Improved class statistics estimation for sparse data problems in offline signature verification Journal article
IEEE Transactions on Systems, Man and Cybernetics Part C: Applications and Reviews, 2005,Volume: 35,Issue: 3,Page: 276-286
Authors:  Fang B.;  Tang Y.Y.
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Elastic matching  Limited training data  Matrix regularization  Offline system  Signature verification