Decorrelation of Neutral Vector Variables: Theory and Applications

In this paper, we propose novel strategies for neutral vector variable decorrelation. Two fundamental invertible transformations, namely serial nonlinear transformation and parallel nonlinear transformation, are proposed to carry out the decorrelation. For a neutral vector variable, which is not multivariate Gaussian distributed, the conventional principal component analysis (PCA) cannot yield mutually independent scalar variables. With the two proposed transformations, a highly negatively correlated neutral vector can be transformed to a set of mutually independent scalar variables with the same degrees of freedom. We also evaluate the decorrelation performances for the vectors generated from a single Dirichlet distribution and a mixture of Dirichlet distributions. The mutual independence is verified with the distance correlation measurement. The advantages of the proposed decorrelation strategies are intensively studied and demonstrated with synthesized data and practical application evaluations

Generalized residual vector quantization for large scale data

Vector quantization is an essential tool for tasks involving large scale data, for example, large scale similarity search, which is crucial for content-based information retrieval and analysis. In this paper, we propose a novel vector quantization framework that iteratively minimizes quantization error. First, we provide a detailed review on a relevant vector quantization method named \textit{residual vector quantization} (RVQ). Next, we propose \textit{generalized residual vector quantization} (GRVQ) to further improve over RVQ. Many vector quantization methods can be viewed as the special cases of our proposed framework. We evaluate GRVQ on several large scale benchmark datasets for large scale search, classification and object retrieval. We compared GRVQ with existing methods in detail. Extensive experiments demonstrate our GRVQ framework substantially outperforms existing methods in term of quantization accuracy and computation efficiency.Comment: published on International Conference on Multimedia and Expo 201

Decorrelation of Neutral Vector Variables: Theory and Applications

In this paper, we propose novel strategies for neutral vector variable decorrelation. Two fundamental invertible transformations, namely, serial nonlinear transformation and parallel nonlinear transformation, are proposed to carry out the decorrelation. For a neutral vector variable, which is not multivariate-Gaussian distributed, the conventional principal component analysis cannot yield mutually independent scalar variables. With the two proposed transformations, a highly negatively correlated neutral vector can be transformed to a set of mutually independent scalar variables with the same degrees of freedom. We also evaluate the decorrelation performances for the vectors generated from a single Dirichlet distribution and a mixture of Dirichlet distributions. The mutual independence is verified with the distance correlation measurement. The advantages of the proposed decorrelation strategies are intensively studied and demonstrated with synthesized data and practical application evaluations