Results 1 - 10 of 84,625

Lambertian Reflectance and Linear Subspaces

by Ronen Basri, David Jacobs , 2000
"... We prove that the set of all reflectance functions (the mapping from surface normals to intensities) produced by Lambertian objects under distant, isotropic lighting lies close to a 9D linear subspace. This implies that, in general, the set of images of a convex Lambertian object obtained under a wi ..."
Abstract - Cited by 526 (20 self) - Add to MetaCart
the effects of Lambertian materials as the analog of a convolution. These results allow us to construct algorithms for object recognition based on linear methods as well as algorithms that use convex optimization to enforce non-negative lighting functions. Finally, we show a simple way to enforce non

Training Linear SVMs in Linear Time

by Thorsten Joachims , 2006
"... Linear Support Vector Machines (SVMs) have become one of the most prominent machine learning techniques for high-dimensional sparse data commonly encountered in applications like text classification, word-sense disambiguation, and drug design. These applications involve a large number of examples n ..."
Abstract - Cited by 549 (6 self) - Add to MetaCart
Linear Support Vector Machines (SVMs) have become one of the most prominent machine learning techniques for high-dimensional sparse data commonly encountered in applications like text classification, word-sense disambiguation, and drug design. These applications involve a large number of examples n

An iterative method for the solution of the eigenvalue problem of linear differential and integral

by Cornelius Lanczos , 1950
"... The present investigation designs a systematic method for finding the latent roots and the principal axes of a matrix, without reducing the order of the matrix. It is characterized by a wide field of applicability and great accuracy, since the accumulation of rounding errors is avoided, through the ..."
Abstract - Cited by 537 (0 self) - Add to MetaCart
the process of "minimized iterations". Moreover, the method leads to a well convergent successive approximation procedure by which the solution of integral equations of the Fredholm type and the solution of the eigenvalue problem of linear differential and integral operators may be accomplished. I.

Linear models and empirical bayes methods for assessing differential expression in microarray experiments.

by Gordon K Smyth , Gordon K Smyth - Stat. Appl. Genet. Mol. Biol. , 2004
"... Abstract The problem of identifying differentially expressed genes in designed microarray experiments is considered. Lonnstedt and Speed (2002) derived an expression for the posterior odds of differential expression in a replicated two-color experiment using a simple hierarchical parametric model. ..."
Abstract - Cited by 1321 (24 self) - Add to MetaCart
. The purpose of this paper is to develop the hierarchical model of Lonnstedt and Speed (2002) into a practical approach for general microarray experiments with arbitrary numbers of treatments and RNA samples. The model is reset in the context of general linear models with arbitrary coefficients and contrasts

Using Linear Algebra for Intelligent Information Retrieval

by Michael W. Berry, Susan T. Dumais - SIAM REVIEW , 1995
"... Currently, most approaches to retrieving textual materials from scientific databases depend on a lexical match between words in users' requests and those in or assigned to documents in a database. Because of the tremendous diversity in the words people use to describe the same document, lexical ..."
Abstract - Cited by 676 (18 self) - Add to MetaCart
, lexical methods are necessarily incomplete and imprecise. Using the singular value decomposition (SVD), one can take advantage of the implicit higher-order structure in the association of terms with documents by determining the SVD of large sparse term by document matrices. Terms and documents represented

Interior-point Methods

by Florian A. Potra, Stephen J. Wright , 2000
"... The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have become quite sophisticated, while extensions to more general classes of problems, such as convex quadrati ..."
Abstract - Cited by 612 (15 self) - Add to MetaCart
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have become quite sophisticated, while extensions to more general classes of problems, such as convex

Points-to Analysis in Almost Linear Time

by Bjarne Steensgaard , 1996
"... We present an interprocedural flow-insensitive points-to analysis based on type inference methods with an almost linear time cost complexity. To our knowledge, this is the asymptotically fastest non-trivial interprocedural points-to analysis algorithm yet described. The algorithm is based on a non-s ..."
Abstract - Cited by 595 (3 self) - Add to MetaCart
We present an interprocedural flow-insensitive points-to analysis based on type inference methods with an almost linear time cost complexity. To our knowledge, this is the asymptotically fastest non-trivial interprocedural points-to analysis algorithm yet described. The algorithm is based on a non

LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares

by Christopher C. Paige, Michael A. Saunders - ACM Trans. Math. Software , 1982
"... An iterative method is given for solving Ax ~ffi b and minU Ax- b 112, where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytically equivalent to the standard method of conjugate gradients, but possesses more favorable numerica ..."
Abstract - Cited by 653 (21 self) - Add to MetaCart
An iterative method is given for solving Ax ~ffi b and minU Ax- b 112, where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytically equivalent to the standard method of conjugate gradients, but possesses more favorable

GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems

by Youcef Saad, Martin H. Schultz - SIAM J. SCI. STAT. COMPUT , 1986
"... We present an iterative method for solving linear systems, which has the property ofminimizing at every step the norm of the residual vector over a Krylov subspace. The algorithm is derived from the Arnoldi process for constructing an l2-orthogonal basis of Krylov subspaces. It can be considered a ..."
Abstract - Cited by 2076 (41 self) - Add to MetaCart
We present an iterative method for solving linear systems, which has the property ofminimizing at every step the norm of the residual vector over a Krylov subspace. The algorithm is derived from the Arnoldi process for constructing an l2-orthogonal basis of Krylov subspaces. It can be considered

Regularization paths for generalized linear models via coordinate descent

by Jerome Friedman, Trevor Hastie, Rob Tibshirani , 2009
"... We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, twoclass logistic regression, and multinomial regression problems while the penalties include ℓ1 (the lasso), ℓ2 (ridge regression) and mixtures of the two (the elastic ..."
Abstract - Cited by 724 (15 self) - Add to MetaCart
We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, twoclass logistic regression, and multinomial regression problems while the penalties include ℓ1 (the lasso), ℓ2 (ridge regression) and mixtures of the two (the
Results 1 - 10 of 84,625