<--- Back to Details
First PageDocument Content
Estimation theory / M-estimators / Regression analysis / Segmentation / Expectation–maximization algorithm / Active appearance model / Least squares / Active shape model / RANSAC / Statistics / Robust statistics / Computer vision
Date: 2014-07-31 18:02:13
Estimation theory
M-estimators
Regression analysis
Segmentation
Expectation–maximization algorithm
Active appearance model
Least squares
Active shape model
RANSAC
Statistics
Robust statistics
Computer vision

LNCSNon-rigid Object Segmentation Using Robust Active Shape Models

Add to Reading List

Source URL: vislab.isr.ist.utl.pt

Download Document from Source Website

File Size: 402,81 KB

Share Document on Facebook

Similar Documents

Robust Truncated Hinge Loss Support Vector Machines Yichao W U and Yufeng L IU The support vector machine (SVM) has been widely applied for classification problems in both machine learning and statistics. Despite its pop

DocID: 1uuGd - View Document

Statistics / Dimension reduction / Data mining / Multivariate statistics / Robust statistics / Machine learning / Outlier / Local outlier factor / Anomaly detection / Principal component analysis / Random sample consensus / Dimensionality reduction

Knowl Inf Syst DOIs10115REGULAR PAPER Density-preserving projections for large-scale local anomaly detection

DocID: 1roU1 - View Document

Statistics / Estimation theory / Regression analysis / Statistical theory / Parametric statistics / Signal processing / Ordinary least squares / Autocorrelation / Estimator / Generalized method of moments / Robust statistics / Linear regression

On the finite sample properties of pre-test estimators of spatial models Gianfranco Piras∗ Ingmar R. Prucha†

DocID: 1rm2t - View Document

Artificial intelligence / Statistics / Machine learning / Model selection / Statistical classification / Ensemble learning / Hyperparameter optimization / Mathematical optimization / Support vector machine / Boosting / Deep learning / Weka

Efficient and Robust Automated Machine Learning Matthias Feurer Aaron Klein Katharina Eggensperger Jost Tobias Springenberg

DocID: 1rkhg - View Document

Estimator / Statistics / Mathematical finance / Statistical theory / Statistical inference / Robust statistics / Realized variance / Efficiency / Estimation theory / L-estimator / Variance / Volatility

More accurate volatility estimation and forecasts using price durations∗ Ingmar Nolte† Stephen J. Taylor‡

DocID: 1rj8Q - View Document