Recent News
New associate dean interested in helping students realize their potential
August 6, 2024
Hand and Machine Lab researchers showcase work at Hawaii conference
June 13, 2024
Two from School of Engineering to receive local 40 Under 40 awards
April 18, 2024
Making waves: Undergraduate combines computer science skills, love of water for summer internship
April 9, 2024
News Archives
[Colloquium] Sparse Matrix Transform for Hyperspectral Image Processing
December 2, 2011
Watch Colloquium:
M4V file (645 MB)
- Date: Friday, December 2, 2011
- Time: 12:00 pm — 12:50 pm
- Place: Centennial Engineering Center 1041
James Theiler Los Alamos National Laboratory
Many problems in image processing require that a covariance matrix be accurately estimated, often from a limited number of data samples. This is particularly challenging for hyperspectral imagery, where the number of spectral channels can run into the hundreds. The Sparse Matrix Transform (SMT) provides a parsimonious, computation-friendly, and full-rank estimator of covariance matrices. But unlike other covariance regularization schemes, which deal with the eigenvalues of a sample covariance, the SMT works with the eigenvectors. This talk will describe the SMT and its utility for a range of problems that arise in hyperspectral data analysis, including weak signal detection, dimension reduction, anomaly detection, and anomalous change detection.
Bio: James Theiler finished his doctoral dissertation at Caltech in 1987, with a thesis on statistical and computational aspects of identifying chaos in time series. He followed a nonlinear trajectory to UCSD, MIT Lincoln Laboratory, Los Alamos National Laboratory, and the Santa Fe Institute. His interests in statistical data analysis and in having a real job were combined in 1994, when he joined the Space and Remote Sensing Sciences Group at Los Alamos. In 2005, he was named a Los Alamos Laboratory Fellow. His professional interests include statistical modeling, image processing, remote sensing, and machine learning. Also, covariance matrices.