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Authors: Mehdi Jahromi ; Kon Wong and Aleksandar Jeremic

Affiliation: McMaster University, Canada

Keyword(s): Covariance Estimation, Constrained Optimization, Fréchet Mean.

Related Ontology Subjects/Areas/Topics: Applications and Services ; Biomedical Engineering ; Biomedical Signal Processing ; Computer Vision, Visualization and Computer Graphics ; Detection and Identification ; Medical Image Detection, Acquisition, Analysis and Processing

Abstract: Estimation of covariance matrices is a common problem in signal processing applications. Commonly applied techniques based on the cost optimization (e.g. maximum likelihood estimation) result in an unconstrained estimation in which the positive definite nature of covariance matrices is ignored. Consequently this may result in accurate estimation of the covariance matrix which may affect overall performance of the system. In this paper we propose to estimate the covariance matrix using Fréchet mean which ensures that the estimate also has positive definite structure. We demonstrate the applicability of the proposed technique on both estimation and classification accuracy using numerical simulations. In addition we discuss some of the preliminary results we obtained by applying our techniques to high content cell imaging data set.

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Paper citation in several formats:
Jahromi, M.; Wong, K. and Jeremic, A. (2015). Estimating Positive Definite Matrices using Frechet Mean. In Proceedings of the International Conference on Bio-inspired Systems and Signal Processing (BIOSTEC 2015) - BIOSIGNALS; ISBN 978-989-758-069-7; ISSN 2184-4305, SciTePress, pages 295-299. DOI: 10.5220/0005277902950299

@conference{biosignals15,
author={Mehdi Jahromi. and Kon Wong. and Aleksandar Jeremic.},
title={Estimating Positive Definite Matrices using Frechet Mean},
booktitle={Proceedings of the International Conference on Bio-inspired Systems and Signal Processing (BIOSTEC 2015) - BIOSIGNALS},
year={2015},
pages={295-299},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005277902950299},
isbn={978-989-758-069-7},
issn={2184-4305},
}

TY - CONF

JO - Proceedings of the International Conference on Bio-inspired Systems and Signal Processing (BIOSTEC 2015) - BIOSIGNALS
TI - Estimating Positive Definite Matrices using Frechet Mean
SN - 978-989-758-069-7
IS - 2184-4305
AU - Jahromi, M.
AU - Wong, K.
AU - Jeremic, A.
PY - 2015
SP - 295
EP - 299
DO - 10.5220/0005277902950299
PB - SciTePress

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