A New and Efficient Estimation Method for the Generalized Pareto Distribution.
Jin ZhangMichael A. StephensPublished in: Technometrics (2009)
Keyphrases
- synthetic data
- high accuracy
- error rate
- computational cost
- cost function
- prior knowledge
- gaussian distribution
- objective function
- multi objective
- significant improvement
- experimental evaluation
- edge detection
- high precision
- segmentation algorithm
- optimization algorithm
- detection method
- estimation algorithm
- similarity measure
- covariance matrix
- parametric models
- parameter estimation
- computationally efficient
- em algorithm
- mutual information
- dynamic programming
- preprocessing