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An observed K-dimensional series {yn}n=1N is expressed in terms of a lower p-dimensional latent series called factors fn and random noise εn. The equation, yn=Qfn+εn is taken to relate the factors with the observation. The goal is to determine the dimension of the factors, p, the factor loading matrix, Q, and the factors fn. Here, it is assumed that the noise co-variance is positive definite and is...
We consider the problem of accurately and efficiently querying a remote server to retrieve information about images captured by a mobile device. In addition to reduced transmission overhead and computational complexity, the retrieval protocol should be robust to variations in the image acquisition process, such as translation, rotation, scaling, and sensor-related differences. We propose to extract...
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