Results 181 to 190 of about 84,899 (205)
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IEEE Transactions on Signal Processing
State-space models are pivotal for dynamic system analysis but often struggle with outlier data that deviates from Gaussian distributions, frequently exhibiting skewness and heavy tails.
Yifan Yu, Shengjie Xiu, D. P. Palomar
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State-space models are pivotal for dynamic system analysis but often struggle with outlier data that deviates from Gaussian distributions, frequently exhibiting skewness and heavy tails.
Yifan Yu, Shengjie Xiu, D. P. Palomar
semanticscholar +1 more source
Asymmetric Multivariate Laplace Distribution
2001In this chapter we present the theory of a class of multivariate laws that we term asymmetric Laplace (AL) distributions [see Kozubowski and Podgorski (1999bc), Kotz et al. (2000b)]. The class is an extension of both the symmetric multivariate Laplace distributions and the univariate AL distributions that were discussed in previous chapters.
Samuel Kotz +2 more
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Journal of Computational and Nonlinear Dynamics
In this paper, the flow direction optimization algorithm (FDOA) is exploited for the parameter estimation of the fractional nonlinear Hammerstein output error (FNHOE) system under Shifted Asymmetric Laplace Distribution (SALD) noise.
Muhammad Aown Ali +5 more
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In this paper, the flow direction optimization algorithm (FDOA) is exploited for the parameter estimation of the fractional nonlinear Hammerstein output error (FNHOE) system under Shifted Asymmetric Laplace Distribution (SALD) noise.
Muhammad Aown Ali +5 more
semanticscholar +1 more source
Interspeech, 2018
The minimum mean squared error (MMSE) as a conventional training criterion for deep neural network (DNN) based speech enhancement has been found many problems.
Li Chai, Jun Du, Chin-Hui Lee
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The minimum mean squared error (MMSE) as a conventional training criterion for deep neural network (DNN) based speech enhancement has been found many problems.
Li Chai, Jun Du, Chin-Hui Lee
semanticscholar +1 more source
The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution
Statistics & Probability Letters, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joshua D. Higbee +2 more
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On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution
Communications in Statistics - Theory and Methods, 2009This article examines a family of three-parameter multivariate Laplace distributions ML p (a, μ, Σ) which is closed under constant shifts. Parameter vectors a and μ are called shift and shape parameter, respectively, positive definite p × p-matrix Σ is a scale parameter. The first three moments are derived and used for estimating the parameters.
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Tests of Fit for Asymmetric Laplace Distributions with Applications on Financial Data
AIP Conference Proceedings, 2008New goodness‐of‐fit tests for the family of asymmetric Laplace distributions are constructed. The proposed tests are based on a weighted integral incorporating the empirical characteristic function of suitably standardized data, and can be written in a closed form appropriate for computer implementation.
Kostas Fragiadakis +3 more
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Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution
Computational Statistics & Data Analysis, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Qian Chen 0018, Richard Gerlach, Zudi Lu
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A deep asymmetric Laplace neural network for deterministic and probabilistic wind power forecasting
Renewable Energy, 2022Yun Wang, Houhua Xu, Runmin Zou
exaly