Patent ID: 11947622
Assignee: THE RESEARCH FOUNDATION FOR THE STATE UNIVERSITY OF NEW YORK
Field: Computer technology (Electrical engineering)
Classification: CPC G | IPC G

Claim 8:
9. The method according to claim 1, wherein the statistical likelihood ratio employs a likelihood ratio statistic given by:, Λ
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      2, based on {circumflex over (P)}, Ŝ and {circumflex over (P)}H, ŜH, wherein {circumflex over (P)} and Ŝ represent estimates of Pm×k and Sn×k which are lower dimension factors whose product approximates the high dimensional data set matrix Xm×n, k<<min(m,n), and {circumflex over (P)}H and ŜH represent estimates of the feature basis matrix PH and the indicator matrix SH,
the statistical likelihood ratio being employed in a likelihood ratio test performed by:
estimating P only based on the linear model G with additive Gaussian noise, and then estimating P under constraint H0: P′TP=0, and
computing a likelihood ratio between the two cases,
wherein on the linear model G: X=PST+ε, where ε·j˜Nm×1(0, σ2Im×m), the likelihood function for G is, L
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      .