Sparsity-based Cholesky Factorization and Its Application to Hyperspectral Anomaly Detection

Ahmad W. Bitar (1) , Jean-Philippe Ovarlez (2, 1) , Loong-Fah Cheong (3)

1 SONDRA - Sondra, CentraleSupélec, Université Paris-Saclay (COmUE)
2 ONERA - The French Aerospace Lab [Palaiseau]
3 NUS - National University of Singapore

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Keywords: Hyperspectral anomaly detection; covariance matrix; Cholesky factor; sparsity

Domains: Statistics [stat]; Applications [stat.AP]

Ahmad W. Bitar, Jean-Philippe Ovarlez, Loong-Fah Cheong. Sparsity-based Cholesky Factorization and Its Application to Hyperspectral Anomaly Detection. 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP 2014), Dec 2017, Curaçao, Netherlands. ⟨10.1109/CAMSAP.2017.8313124⟩. ⟨hal-01656619⟩