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» On multivariate estimation by thresholding
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AAAI
2007
13 years 11 months ago
Discovering Multivariate Motifs using Subsequence Density Estimation and Greedy Mixture Learning
The problem of locating motifs in real-valued, multivariate time series data involves the discovery of sets of recurring patterns embedded in the time series. Each set is composed...
David Minnen, Charles Lee Isbell Jr., Irfan A. Ess...
AMC
2007
116views more  AMC 2007»
13 years 9 months ago
Convergence of HLS estimation algorithms for multivariable ARX-like systems
A hierarchical least squares (HLS) algorithm is derived in details for identifying MIMO ARX-like systems based on the hierarchical identification principle. It is shown that the ...
Lingyun Wang, Feng Ding, Peter X. Liu
CSDA
2006
117views more  CSDA 2006»
13 years 9 months ago
Exact maximum likelihood estimation of structured or unit root multivariate time series models
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
Guy Mélard, Roch Roy, Abdessamad Saidi
NIPS
2007
13 years 10 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
TIP
2008
103views more  TIP 2008»
13 years 8 months ago
Change Detection in Multisensor SAR Images Using Bivariate Gamma Distributions
Abstract--This paper studies a family of distributions constructed from multivariate gamma distributions to model the statistical properties of multisensor synthetic aperture radar...
Florent Chatelain, Jean-Yves Tourneret, Jordi Ingl...