Concept

Multivariate random variable

Related publications (152)

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Assessing Dependences within Multivariate Time Series Partializing the Knowledge of Thirds

Oscar De Feo, Cristian Carmeli

A method to estimate from multivariate measurements the dependences within a network of coupled dynamical systems is proposed. The method is non-parametric and resorts to a statistics of the eigen-spectrums of the time series partial correlation matrices. ...

2006

Analytic Determination of Scaling Parameters

Rüdiger Urbanke, Abdelaziz Amraoui, Andrea Montanari

We show that the finite-length scaling parameters for irregular LDPC codes when used over the binary erasure channel can be computed without resorting to ``covariance evolution''. We provide simple expressions that can be evaluated using solely the degree ...

2006

The Distributed Karhunen-Loève Transform

Martin Vetterli, Michael Christoph Gastpar, Pier Luigi Dragotti

The Karhunen–Loève transform (KLT) is a key ele- ment of many signal processing and communication tasks. Many recent applications involve distributed signal processing, where it is not generally possible to apply the KLT to the entire signal; rather, the K ...

2006

Kurtosis Constraints In Communication Over Fading Channels

Emre Telatar, Sibi Raj Bhaskaran Pillai

The kurtosis of a signal is a quantitative measure of how `peaky' it is. In this paper we consider two scenarios of communication over fading channels with kurtosis constraints: in the first, we analyze a non-coherent Rayleigh fading channel where the inpu ...

2006

Numerical study of models of quantum chaos

This work is dedicated to the study of models of quantum chaos. It is clear that one cannot define chaos in quantum mechanics the same way it is defined in classical dynamics. The classical definition of chaos relies upon the ideas of sensitive dependence ...

EPFL2006

Discrete mixture Models

Michel Bierlaire

Allowing for variations in behaviour across respondents is one of the most fundamental principles in discrete choice modelling, given that the assumption of a purely homogeneous population cannot in general be seen to be valid. Two approaches have classica ...

2006

Discrete Mixtures Models

STRC 20062006

A systematic comparison of continuous and discrete mixture models

Michel Bierlaire

Modellers are increasingly relying on the use of continuous random coefficients models, such as Mixed Logit, for the representation of variations in tastes across individuals. In this paper, we provide an in-depth comparison of the performance of the Mixed ...

2006

Monte Carlo calibration of avalanches described as Coulomb fluid flows

Christophe Ancey

The idea that snow avalanches might behave as granular flows, and thus be described as Coulomb fluid flows, came up very early in the scientific study of avalanches, but it is not until recently that field evidence has been provided that demonstrates the r ...

2005

Proposal strategies for joint state-space tracking with particle filters

Volkan Cevher

A proposal function determines the random particle support of a particle filter. When this support is distributed close to the true target density, filter's estimation performance increases for a given number of particles. In this paper, a proposal strateg ...

2005