Jun Tong — accepted AI-conference papers

2018

Cross-Validated Bandwidth Selection for Precision Matrix Estimation

Jun Tong, Jiangtao Xi, Yanguang Yu, Philip O. Ogunbona

ICASSP 2018accepted

Inverse covariance matrix, a.k.a. precision matrix, has wide applications in signal processing and is often estimated from training samples. The quality of estimation can be poor when the sample support is low. Banding/tapering are effective regularization approaches for covariance and precision mat…

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2016

Choosing the diagonal loading factor for linear signal estimation using cross validation

Jun Tong, Qinghua Guo, Jiangtao Xi, Yanguang Yu, Peter J. Schreier

ICASSP 2016accepted

Linear signal estimation based on sample covariance matrices (SCMs) can perform poorly if the training data are limited and the SCMs are ill-conditioned. Diagonal loading (DL) may be used to improve robustness in the face of limited training data. This paper introduces two leave-one-out cross-valida…

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