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...
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...
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 ...
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 ...