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Concept

Cross-covariance

Publications associées (27)

Procrustes Metrics and Optimal Transport for Covariance Operators

Valentina Masarotto

Covariance operators play a fundamental role in functional data analysis, providing the canonical means to analyse functional variation via the celebrated Karhunen-Loève expansion. These operators may themselves be subject to variation, for instance in con ...

EPFL2019

Stationary time-vertex signal processing

Nathanaël Perraudin, Andreas Loukas

This paper considers regression tasks involving high-dimensional multivariate processes whose structure is dependent on some known graph topology. We put forth a new definition of time-vertex wide-sense stationarity, or joint stationarity for short, that g ...

2019

Functional data analysis by matrix completion

Marie-Hélène Descary

Traditional approaches to analysing functional data typically follow a two-step procedure, consisting in first smoothing and then carrying out a functional principal component analysis. The idea underlying this procedure is that functional data are well ap ...

EPFL2017

Action Units and Their Cross-Correlations for Prediction of Cognitive Load during Driving

Jean-Philippe Thiran, Anil Yuce, Hua Gao, Gabriel Louis Cuendet

Driving requires the constant coordination of many body systems and full attention of the person. Cognitive distraction (subsidiary mental load) of the driver is an important factor that decreases attention and responsiveness, which may result in human err ...

Ieee-Inst Electrical Electronics Engineers Inc2017

A Prediction-Error Covariance Estimator for Adaptive Kalman Filtering in Step-Varying Processes: Application to Power-System State Estimation

Mario Paolone, Jean-Yves Le Boudec, Sidi-Rachid Cherkaoui, Lorenzo Zanni

In this paper, we present a new method for the estimation of the prediction-error covariances of a Kalman filter (KF), which is suitable for step-varying processes. The method uses a series of past innovations (i.e., the difference between the upcoming mea ...

Institute of Electrical and Electronics Engineers2017

Novel GCC-PHAT Model in Diffuse Sound Field for Microphone Array Pairwise Distance Based Calibration

Hervé Bourlard, Afsaneh Asaei, Mohammadjavad Taghizadeh

We propose a novel formulation of the generalized cross correlation with phase transform (GCC-PHAT) for a pair of microphones in diffuse sound field. This formulation elucidates the links between the microphone distances and the GCC-PHAT output. Hence, it ...

2015

On spurious and real fluctuations of dynamic functional connectivity during rest

Dimitri Nestor Alice Van De Ville, Nora Leonardi

Functional brain networks reconfigure spontaneously during rest. Such network dynamics can be studied by dynamic functional connectivity (dynFC); i.e., sliding-window correlations between regional brain activity. Key parameters-such as window length and cu ...

Elsevier2015