مؤتمر
Improved estimation of the degree of freedom parameter of multivariate t-distribution
| العنوان: | Improved estimation of the degree of freedom parameter of multivariate t-distribution |
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| المؤلفون: | Pascal, Frédéric, Ollila, Esa, Palomar, Daniel, P |
| المساهمون: | Laboratoire des signaux et systèmes (L2S), CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS), School of Engineering Aalto, Aalto University, Department of Computer Science and Engineering HKUST (CSE), Hong Kong University of Science and Technology (HKUST) |
| المصدر: | The 29th European Signal Processing Conference (EUSIPCO 2021) ; https://centralesupelec.hal.science/hal-03436848Test ; The 29th European Signal Processing Conference (EUSIPCO 2021), Aug 2021, Dublin (virtual), Ireland. ⟨10.23919/eusipco54536.2021.9616162⟩ |
| بيانات النشر: | HAL CCSD |
| سنة النشر: | 2021 |
| مصطلحات موضوعية: | Multivariate t-distribution, M-estimators, Mahalanobis distance, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, [STAT.OT]Statistics [stat]/Other Statistics [stat.ML], [STAT.AP]Statistics [stat]/Applications [stat.AP] |
| جغرافية الموضوع: | Dublin (virtual), Ireland |
| الوصف: | International audience ; The multivariate t (MVT)-distribution is a widely used statistical model in various application domains, mainly due to its adaptability to heavy-tailed data. However, estimating the degree of freedom (d.o.f) parameter, that controls the shape of the distribution, remains a challenging problem. In this work, we develop a novel methodology and design various algorithms for estimating the d.o.f parameter. More precisely, based on a key relationship between scatter and covariance matrices for the t-distribution, the estimator is derived from the expectation of a particular quadratic form and is proved to converge although the classical independence assumption is not fulfilled. finally, some preliminary simulations show the improvement of the proposed approach with respect to state-of-the-art methods. |
| نوع الوثيقة: | conference object |
| اللغة: | English |
| العلاقة: | hal-03436848; https://centralesupelec.hal.science/hal-03436848Test; https://centralesupelec.hal.science/hal-03436848/documentTest; https://centralesupelec.hal.science/hal-03436848/file/eusipco_v2.pdfTest |
| DOI: | 10.23919/eusipco54536.2021.9616162 |
| الإتاحة: | https://doi.org/10.23919/eusipco54536.2021.9616162Test https://centralesupelec.hal.science/hal-03436848Test https://centralesupelec.hal.science/hal-03436848/documentTest https://centralesupelec.hal.science/hal-03436848/file/eusipco_v2.pdfTest |
| حقوق: | info:eu-repo/semantics/OpenAccess |
| رقم الانضمام: | edsbas.6E825CDE |
| قاعدة البيانات: | BASE |
| DOI: | 10.23919/eusipco54536.2021.9616162 |
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