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 16:
17. The system according to claim 11, 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 at least one automated processor being further configured to employ the statistical likelihood ratio 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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