Publication

On distributional autoregression and iterated transportation

Related publications (48)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

Model-fitting in the presence of outliers

Jayakrishnan Unnikrishnan

We study the problem of parametric model-fitting in a finite alphabet setting. We characterize the weak convergence of the goodness-of-fit statistic with respect to an exponential family when the observations are drawn from some alternate distribution. We ...

IEEE Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2011

Robust Multivariate and Nonlinear Time Series Models

Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...

EPFL2010

Sliding Window Abstraction for Infinite Markov Chains

Maria-Emanuela-Canini Mateescu, Verena Wolf

We present ail on-the-fly abstraction technique for infinite-state continuous-time Markov chains. We consider Markov chains that are specified by a finite set of transition classes. Such models naturally represent biochemical reactions and therefore play a ...

Springer-Verlag New York, Ms Ingrid Cunningham, 175 Fifth Ave, New York, Ny 10010 Usa2009

Sliding Window Abstraction for Infinite Markov Chains

Maria-Emanuela-Canini Mateescu, Verena Wolf

We present an on-the-fly abstraction technique for infinite-state continuous-time Markov chains. We consider Markov chains that are specified by a finite set of transition classes. Such models naturally represent biochemical reactions and therefore play an ...

2009

Endogenous Completeness of Diffusion Driven Equilibrium Markets

Semyon Malamud, Julien Hugonnier

We study the existence of equilibria with endogenously complete mar- kets in a continuous-time, heterogenous agents economy driven by a multi- dimensional diﬀusion process. Our main results show that if prices are real analytic as functions of time and the ...

2009

Static Models of Derivative-Coordinates Phase Spaces for Multivariate Time Series Classification: An Application to Signature Verification

Jonas Richiardi, Andrzej Drygajlo, Krzysztof Kryszczuk

Multivariate time series are sequences, whose order is provided by a time index; thus, most classifiers used on such data treat time as a special quantity, and encode it, structurally in a model. A typical example of such models is the hidden Markov model, ...

Springer-Verlag New York, Ms Ingrid Cunningham, 175 Fifth Ave, New York, Ny 10010 Usa2009

Autoregressive Modelling of Hilbert Envelopes for Wide-band Audio Coding

Petr Motlicek, Hynek Hermansky, Sriram Ganapathy

Frequency Domain Linear Prediction (FDLP) represents the technique for approximating temporal envelopes of a signal using autoregressive models. In this paper, we propose a wide-band audio coding system exploiting FDLP. Specifically, FDLP is applied on cri ...

2008

Autoregressive Modelling of Hilbert Envelopes for Wide-band Audio Coding

Petr Motlicek, Hynek Hermansky, Sriram Ganapathy

IDIAP2008

LP-TRAPs in all senses

Petr Motlicek

This report describes additional experiments with LP-TRAPs -- speech features derived from autoregressive model applied to approximate temporal evolution of speech spectra in critical band-sized frequency sub-bands. The importance of free parameters, such ...

IDIAP2007

On a stochastic version of the plenacoustic function

Martin Vetterli, Andrea Ridolfi, Luciano Sbaiz, Thibaut Ajdler

In this paper, we model a spatially varying channel where a source is moving along a random trajectory with respect to a fixed re- ceiver. The aim is to compute the power spectral density corre- sponding to the channel impulse response as a function of tem ...

2006