Abstract
A dimension reduction technique is proposed for matrix data, with applications to face recognition from images. In particular, we propose a factored covariance model for the data under study, estimate the parameters using maximum likelihood, and then carry out eigendecompositions of the estimated covariance matrix. We call the resulting method factored principal components analysis. We also develop a method for classification using a likelihood ratio criterion, which has previously been used for evaluating the strength of forensic evidence. The methodology is illustrated with applications in face recognition.
Original language | English |
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Pages (from-to) | 229-238 |
Number of pages | 10 |
Journal | Statistics and Computing |
Volume | 19 |
Issue number | 3 |
DOIs | |
Publication status | Published - Sept 2009 |
Externally published | Yes |
Keywords
- Face recognition
- Forensic identification
- Gabor wavelets
- Kernel density estimator
- Likelihood ratio
- Multivariate normal
- Principal components analysis
ASJC Scopus subject areas
- Theoretical Computer Science
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Computational Theory and Mathematics