Results 11 to 20 of about 366,408 (290)
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 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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A Generator for Generalized Inverse Gaussian Distributions
, 2022 We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the traditional inverse CDF method.
Zhang, Xiaozhu, Reiter, Jerome P.
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A Complex Generalized Gaussian Distribution— Characterization, Generation, and Estimation [PDF]
IEEE Transactions on Signal Processing, 2010 The generalized Gaussian distribution (GGD) provides a flexible and suitable tool for data modeling and simulation, however the characterization of the complex-valued GGD, in particular generation of samples from a complex GGD have not been well defined in the literature.
M. Novey, T. Adali, A. Roy
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Improved Particle Filter for Non-Gaussian Forecasting-aided State Estimation
Journal of Modern Power Systems and Clean Energy, 2023 Gaussian assumptions of non-Gaussian noises hinder the improvement of state estimation accuracy. In this paper, an asymmetric generalized Gaussian distribution (AGGD), as a unified representation of various unimodal distributions, is applied to formulate
Lyuzerui Yuan +3 more
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Journal of Statistical Theory and Applications (JSTA), 2020 In this article, a selection of Nakagami distribution is investigated. Some properties of the model with some plots of the density function are illustrated.
Mervat Mahdy, Dina Samir
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