On the generation of correlated time series with a given probability density function.
Sergey PrimakVladimir LyandresOren KaufmanMark KligerPublished in: Signal Process. (1999)
Keyphrases
- probability density function
- density function
- density estimation
- probability distribution
- gaussian mixture model
- kullback leibler divergence
- normal distribution
- bayesian framework
- probability density
- parzen window
- expectation maximization
- mixture model
- statistical methods
- bhattacharyya distance
- distance function
- em algorithm
- fisher information
- computer vision
- statistical model
- pattern classification
- low dimensional
- training data
- image processing
- machine learning