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Generating Augmented Quaternion Random Variable With Generalized Gaussian Distribution
IEEE Access, 2018 There is a need to generate quaternion valued processes with a given distribution ranging from super-Gaussian, Gaussian to sub-Gaussian with different degrees of properness for numerous practical applications, such as modeling the signal source, testing ...
Robert Krupinski
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Generalized Gaussian Distribution Improved Permutation Entropy: A New Measure for Complex Time Series Analysis [PDF]
EntropyTo enhance the performance of entropy algorithms in analyzing complex time series, generalized Gaussian distribution improved permutation entropy (GGDIPE) and its multiscale variant (MGGDIPE) are proposed in this paper.
Kun Zheng +4 more
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Enhancing Robustness of Variational Data Assimilation in Chaotic Systems: An α-4DVar Framework with Rényi Entropy and α-Generalized Gaussian Distributions [PDF]
EntropyTraditional 4-dimensional variational data assimilation methods have limitations due to the Gaussian distribution assumption of observation errors, and the gradient of the objective functional is vulnerable to observation noise and outliers.
Yuchen Luo +4 more
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On Free Generalized Inverse Gaussian Distributions [PDF]
Complex Analysis and Operator Theory, 2018 We study here properties of free Generalized Inverse Gaussian distributions (fGIG) in free probability. We show that in many cases the fGIG shares similar properties with the classical GIG distribution. In particular we prove that fGIG is freely infinitely divisible, free regular and unimodal, and moreover we determine which distributions in this class
Hasebe, Takahiro, Szpojankowski, Kamil
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Generalized Sichel Distribution and Associated Inference [PDF]
Journal of Statistical Theory and Applications (JSTA), 2017 In this paper, we propose a generalized form of Sichel distribution which is obtained by mixing the Poisson distribution with the extended generalized inverse Gaussian distribution.
Yeh Ching Low +2 more
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Generalized Gaussian distributions for sequential data classification [PDF]
2008 19th International Conference on Pattern Recognition, 2008 It has been shown in many different contexts that the Generalized Gaussian (GG) distribution represents a flexible and suitable tool for data modeling. Almost all the reported applications are focused on modeling points (fixed length vectors); a different but crucial scenario, where the employment of the GG has received little attention, is the ...
BICEGO, Manuele +3 more
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Parameter Estimation For Multivariate Generalized Gaussian Distributions [PDF]
IEEE Transactions on Signal Processing, 2013 Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the estimation issue of the MGGD parameters, the main contribution of this paper is to prove that the maximum likelihood ...
Pascal, Frédéric +3 more
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Gaussian approximation of general non-parametric posterior distributions [PDF]
Information and Inference: A Journal of the IMA, 2017 AbstractIn a general class of Bayesian non-parametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process (GP). Our results apply to non-parametric exponential family that contains both Gaussian and non-Gaussian regression and also hold for both efficient (root-$n$) and inefficient (non-root-$n ...
Shang, Zuofeng, Cheng, Guang
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Entropy-based test for generalised Gaussian distributions [PDF]
Computational Statistics & Data Analysis, 2022 In this paper, we provide the proof of $L^2$ consistency for the $k$th nearest neighbour distance estimator of the Shannon entropy for an arbitrary fixed $k\geq 1.$ We construct the non-parametric test of goodness-of-fit for a class of introduced generalized multivariate Gaussian distributions based on a maximum entropy principle.
Mehmet Siddik Cadirci +3 more
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Analytical properties of generalized Gaussian distributions [PDF]
Journal of Statistical Distributions and Applications, 2018 Journal of Statistical Distributions and Applications 2018 5 ...
Alex Dytso +3 more
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