Proceedings Eighth IEEE International Conference on Computer Vision. ICCV 2001
DOI: 10.1109/iccv.2001.937533
|View full text |Cite
|
Sign up to set email alerts
|

What value covariance information in estimating vision parameters?

Abstract: Many parameter estimation methods used in computer vi

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1

Citation Types

1
39
0
1

Publication Types

Select...
5
1

Relationship

1
5

Authors

Journals

citations
Cited by 39 publications
(41 citation statements)
references
References 12 publications
1
39
0
1
Order By: Relevance
“…Something very important to note here is that image feature covariances [10,11] are defined completely by the intensity variations in local neighborhoods and thus may look rather random to visual inspection, with no clear pattern as the image is traversed, as seen on the right in Fig. 3.…”
Section: Bundle Adjustment Weighting With Ray Divergencesmentioning
confidence: 99%
See 3 more Smart Citations
“…Something very important to note here is that image feature covariances [10,11] are defined completely by the intensity variations in local neighborhoods and thus may look rather random to visual inspection, with no clear pattern as the image is traversed, as seen on the right in Fig. 3.…”
Section: Bundle Adjustment Weighting With Ray Divergencesmentioning
confidence: 99%
“…For example, two perfect matches could still yield a non-zero ray divergence due to camera inaccuracies. Therefore, using ray divergence or even the values provided by Beder et al's metric [9], though more expensive to compute and not inclusive of radial distortion, provide a stronger constraint towards weighting bundle adjustment than image-based covariances [10,11]. The right side of Fig.…”
Section: Bundle Adjustment Weighting With Ray Divergencesmentioning
confidence: 99%
See 2 more Smart Citations
“…. , n, Λ xi is a k × k symmetric covariance matrix describing the uncertainty of the data point x i (see [4], [5], [6]). If J AML is minimized over those nonzero parameter vectors for which (2) holds, then the vector at which the minimum of J AML is attained, the constrained minimizer of J AML , defines the approximated maximum likelihood estimate θ AML .…”
mentioning
confidence: 99%