Merging and splitting eigenspace models 论文

2000IEEE Transactions on Pattern Analysis and Machine Intelligence引用 237
Bayesian Methods and Mixture ModelsTarget Tracking and Data Fusion in Sensor NetworksGaussian Processes and Bayesian Inference

摘要

We present new deterministic methods that, given two eigenspace models-each representing a set of n-dimensional observations-will: 1) merge the models to yield a representation of the union of the sets and 2) split one model from another to represent the difference between the sets. As this is done, we accurately keep track of the mean. Here, we give a theoretical derivation of the methods, empirical results relating to the efficiency and accuracy of the techniques, and three general applications, including the construction of Gaussian mixture models that are dynamically updateable.