Large-Deviation Results for Discriminant Statistics of Gaussian Locally Stationary Processes.
Junichi HirukawaPublished in: Adv. Decis. Sci. (2012)
Keyphrases
- large deviations
- heavy tailed
- test statistic
- distribution free
- non stationary
- queueing systems
- principal component analysis
- importance sampling
- markov processes
- queue length
- feature extraction
- generalization bounds
- state dependent
- generalized gaussian
- normal distribution
- gaussian mixture model
- denoising
- special case