Symmetric Distribution

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Sviatoslav Voloshynovskiy - One of the best experts on this subject based on the ideXlab platform.

  • The Gaussian Transform
    2005 13th European Signal Processing Conference, 2005
    Co-Authors: Teodor Iulian Alecu, Sviatoslav Voloshynovskiy
    Abstract:

    This paper introduces the general purpose Gaussian Transform, which aims at representing a generic Symmetric Distribution as an infinite mixture of Gaussian Distributions. We start by the mathematical formulation of the problem and continue with the investigation of the conditions of existence of such a transform. Our analysis leads to the derivation of analytical and numerical tools for the computation of the Gaussian Transform, mainly based on the Laplace and Fourier transforms, as well as of the afferent properties set (e.g. the transform of sums of independent variables). Finally, the Gaussian Transform is exemplified in analytical form for typical Distributions (e.g. Gaussian, Laplacian), and in numerical form for the Generalized Gaussian and Generalized Cauchy Distributions families.

Esa Ollila - One of the best experts on this subject based on the ideXlab platform.

  • Optimal high-dimensional shrinkage covariance estimation for elliptical Distributions
    2017 25th European Signal Processing Conference (EUSIPCO), 2017
    Co-Authors: Esa Ollila
    Abstract:

    We derive an optimal shrinkage sample covariance matrix (SCM) estimator which is suitable for high dimensional problems and when sampling from an unspecified elliptically Symmetric Distribution. Specifically, we derive the optimal (oracle) shrinkage parameters that obtain the minimum mean-squared error (MMSE) between the shrinkage SCM and the true covariance matrix when sampling from an elliptical Distribution. Subsequently, we show how the oracle shrinkage parameters can be consistently estimated under the random matrix theory regime. Simulations show the advantage of the proposed estimator over the conventional shrinkage SCM estimator due to Ledoit and Wolf (2004). The proposed shrinkage SCM estimator often provides significantly better performance than the Ledoit-Wolf estimator and has the advantage that consistency is guaranteed over the whole class of elliptical Distributions with finite 4th order moments.

Zhi Wang - One of the best experts on this subject based on the ideXlab platform.

  • the effect of non Symmetric Distribution of fiber orientation and aspect ratio on elastic properties of composites
    Composites Part B-engineering, 2007
    Co-Authors: Bing Jiang, Chuck Zhang, Ben Wang, Zhi Wang
    Abstract:

    Abstract A composite’s microstructure significantly influences its overall properties. Orientation and aspect ratio of the fiber are two key parameters that describe the microstructures of a composite with straight short fibers. This paper discusses the effects of fiber orientation and aspect ratio Distribution on the overall elastic properties of composites using the Mori–Tanaka’s method in this paper. The results show that using an average aspect ratio of the fibers to estimate overall elastic properties is not appropriate under some conditions. When the aspect ratio of the fibers does not follow a Symmetric Distribution, the overall elastic properties obtained by the average aspect ratio of the fibers may differ by more than 30% from those obtained by the method considering the aspect ratio Distribution. This paper presents a model used to predict the properties of nanotube-reinforced composites. The results obtained by the model were compared with experimental results.

Sergei Y Sokol - One of the best experts on this subject based on the ideXlab platform.

Teodor Iulian Alecu - One of the best experts on this subject based on the ideXlab platform.

  • The Gaussian Transform
    2005 13th European Signal Processing Conference, 2005
    Co-Authors: Teodor Iulian Alecu, Sviatoslav Voloshynovskiy
    Abstract:

    This paper introduces the general purpose Gaussian Transform, which aims at representing a generic Symmetric Distribution as an infinite mixture of Gaussian Distributions. We start by the mathematical formulation of the problem and continue with the investigation of the conditions of existence of such a transform. Our analysis leads to the derivation of analytical and numerical tools for the computation of the Gaussian Transform, mainly based on the Laplace and Fourier transforms, as well as of the afferent properties set (e.g. the transform of sums of independent variables). Finally, the Gaussian Transform is exemplified in analytical form for typical Distributions (e.g. Gaussian, Laplacian), and in numerical form for the Generalized Gaussian and Generalized Cauchy Distributions families.