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CSDA
2006
82views more  CSDA 2006»
13 years 4 months ago
Multivariate distribution models with generalized hyperbolic margins
Rafael Schmidt, Tomas Hrycej, Eric Stützle
ICIP
2006
IEEE
14 years 6 months ago
Laplace Random Vectors, Gaussian Noise, and the Generalized Incomplete Gamma Function
Wavelet domain statistical modeling of images has focused on modeling the peaked heavy-tailed behavior of the marginal distribution and on modeling the dependencies between coeffi...
Ivan W. Selesnick
SIGPRO
2011
275views Hardware» more  SIGPRO 2011»
12 years 7 months ago
Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embeddi
The problem of synthesizing multivariate stationary series Y [n] = (Y1[n], . . . , YP [n])T , n ∈ Z, with prescribed non-Gaussian marginal distributions, and a targeted covarian...
Hannes Helgason, Vladas Pipiras, Patrice Abry
CSDA
2010
173views more  CSDA 2010»
13 years 4 months ago
Time-varying joint distribution through copulas
This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...
M. Concepcion Ausin, Hedibert F. Lopes
NIPS
2007
13 years 6 months ago
Learning with Tree-Averaged Densities and Distributions
We utilize the ensemble of trees framework, a tractable mixture over superexponential number of tree-structured distributions [1], to develop a new model for multivariate density ...
Sergey Kirshner