相关论文: Fast Covariance Estimation for High-dimensional Fu…

This paper introduces an efficient algorithm for persistence diagram computation, given an input piecewise linear scalar field $f$ defined on a $d$-dimensional simplicial complex $K$, with $d \leq 3$. Our work revisits the seminal algorithm…

The Mat\'ern covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the…

Existing methods of 3D dense face alignment mainly concentrate on accuracy, thus limiting the scope of their practical applications. In this paper, we propose a novel regression framework named 3DDFA-V2 which makes a balance among speed,…

The Mat{\'e}rn family of covariance functions has played a central role in spatial statistics for decades, being a flexible parametric class with one parameter determining the smoothness of the paths of the underlying spatial field. This…

The Active Shape Model (ASM) is one of the most popular local texture models for face alignment. It applies in many fields such as locating facial features in the image, face synthesis, etc. However, the experimental results show that the…

This paper introduces fast R updating algorithms specifically designed for statistical applications, including regression, filtering, and model selection, where data structures change frequently. Although traditional QR decomposition is…

We propose a model to forecast large realized covariance matrices of returns, applying it to the constituents of the S\&P 500 daily. To address the curse of dimensionality, we decompose the return covariance matrix using standard firm-level…

The advent of high resolution imaging has made data on surface shape widespread. Methods for the analysis of shape based on landmarks are well established but high resolution data require a functional approach. The starting point is a…

This article is concerned with simultaneous tests on linear regression coefficients in high-dimensional settings. When the dimensionality is larger than the sample size, the classic $F$-test is not applicable since the sample covariance…

This paper proposes a novel face recognition algorithm based on large-scale supervised hierarchical feature learning. The approach consists of two parts: hierarchical feature learning and large-scale model learning. The hierarchical feature…

A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…

We introduce a HD DCC-HEAVY class of hierarchical-type factor models for high-dimensional covariance matrices, employing the realized measures built from higher-frequency data. The modelling approach features straightforward estimation and…

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…

Probabilistic Face Embeddings (PFE) can improve face recognition performance in unconstrained scenarios by integrating data uncertainty into the feature representation. However, existing PFE methods tend to be over-confident in estimating…

We present two new algebraic multilevel hierarchical matrix algorithms to perform fast matrix-vector product (MVP) for $N$-body problems in $d$ dimensions, namely efficient $\mathcal{H}^2_{*}$ (fully nested algorithm, i.e., $\mathcal{H}^2$…

We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an…

We propose a novel estimation approach for the covariance matrix based on the $l_1$-regularized approximate factor model. Our sparse approximate factor (SAF) covariance estimator allows for the existence of weak factors and hence relaxes…

We introduce an estimation method of covariance matrices in a high-dimensional setting, i.e., when the dimension of the matrix, , is larger than the sample size . Specifically, we propose an orthogonally equivariant estimator. The…

Smoothing filter is the method of choice for image preprocessing and pattern recognition. We present a new concurrent method for smoothing 2D object in binary case. Proposed method provides a parallel computation while preserving the…

The primary challenge in accelerating image super-resolution lies in reducing computation while maintaining performance and adaptability. Motivated by the observation that high-frequency regions (e.g., edges and textures) are most critical…