• Journal of information and communication convergence engineering
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• v.9 no.2
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• pp.207-211
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• 2011

This paper presents a method for facial feature representation and recognition from the Covariance Matrices of the Gabor-filtered images. Gabor filters are a very powerful tool for processing images that respond to different local orientations and wave numbers around points of interest, especially on the local features on the face. This is a very unique attribute needed to extract special features around the facial components like eyebrows, eyes, mouth and nose. The Covariance matrices computed on Gabor filtered faces are adopted as the feature representation for face recognition. Geodesic distance measure is used as a matching measure and is preferred for its global consistency over other methods. Geodesic measure takes into consideration the position of the data points in addition to the geometric structure of given face images. The proposed method is invariant and robust under rotation, pose, or boundary distortion. Tests run on random images and also on publicly available JAFFE and FRAV3D face recognition databases provide impressively high percentage of recognition.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.325-337
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• 1993

This paper propose two test statistics which enable us to proceed the variable selection in Fisher's linear discriminant function for the case of heterogeneous discrimination with equal training sample size. Simultaneous confidence intervals associated with the test are also given. These are exact and approximate results. The latter is based upon an approximation of a linear sum of Wishart distributions with unequal scale matrices. Using simulated sampling experiments, powers of the two tests have been tabulated, and power comparisons have been made between them.

• Journal of the Korean Statistical Society
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• v.33 no.1
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• pp.1-24
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• 2004

This paper is concerned with statistical methods for multivariate data when the number p of variables is large compared to the sample size n. Such data appear typically in analysis of DNA microarrays, curve data, financial data, etc. However, there is little statistical theory for high dimensional data. On the other hand, there are some asymptotic results under the assumption that both and p tend to $\infty$, in some ratio p/n ${\rightarrow}$c. The results suggest that the new asymptotic results are more useful and insightful than the classical large sample asymptotics. The main purpose of this paper is to review some asymptotic results for high dimensional statistics as well as classical statistics under a high dimensional asymptotic framework.