Year: 2026
Type: preprint
Abstract: A mixed signal vector composed of a weighted sum of random, unobserved endmember vectors has a mean and a variance that both depend on the unknown weights. This suggests that linear estimates of the weights based on the mean model are likely to be inefficient, and could possibly be improved upon by estimates that also make use of the variance model. In the context of a latent factor model for source variability, we calculate theoretically how much information is available in the variance model, and show how this information may stabilize inference in the case of an ill-conditioned mean model. We show through several data examples that utilization of the variance model is likely to improve parameter estimation in real-world scenarios.
Source: arXiv (Cornell University)
Authors: Bryan, Jordan, Hoff, Peter, Reeves, Galen
Institutions: University of Virginia, Duke University
Language: English
Subfield: Computer Vision and Pattern Recognition
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7222939199