Mutual Information for Stochastic Signals and Fractional Brownian Motion.
Tyrone E. DuncanPublished in: IEEE Trans. Inf. Theory (2008)
Keyphrases
- fractional brownian motion
- mutual information
- long range
- non stationary
- fractal dimension
- information theoretic
- long range dependence
- image registration
- financial markets
- similarity measure
- random fields
- feature selection
- stochastic differential equations
- graphical models
- conditional random fields
- mathematical model
- em algorithm
- long term
- computer vision