Kernel methods for changes detection in covariance matrices
Autor: | Edgard M. Maboudou-Tchao |
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Rok vydání: | 2017 |
Předmět: |
Statistics and Probability
021103 operations research 0211 other engineering and technologies Boundary (topology) 02 engineering and technology Density estimation Covariance 01 natural sciences Reconstruction method 010104 statistics & probability Kernel method Modeling and Simulation Statistics One-class classification 0101 mathematics Mathematics |
Zdroj: | Communications in Statistics - Simulation and Computation. 47:1704-1721 |
ISSN: | 1532-4141 0361-0918 |
DOI: | 10.1080/03610918.2017.1322701 |
Popis: | Several methods have been proposed to solve the one-class classification problem for vectors. Three methods are mainly used: density estimation, boundary methods, and reconstruction methods. The fo... |
Databáze: | OpenAIRE |
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