Unsupervised learning of finite full covariance multivariate generalized Gaussian mixture models for human activity recognition
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DOI: 10.1007/s11042-018-7116-9
Abstract: We propose in this paper to recognize human activities through an unsupervised learning of finite multivariate generalized Gaussian mixture model. We address an important cue in finite mixture model which is the estimation of the… read more here.
Keywords: multivariate generalized; unsupervised learning; learning finite; mixture ... See more keywords
Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
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DOI: 10.1080/02331888.2018.1467420
Abstract: ABSTRACT Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few theoretical results are… read more here.
Keywords: reduced rank; rank multivariate; multivariate generalized; theory ... See more keywords
On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality
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DOI: 10.1080/03610926.2017.1390134
Abstract: ABSTRACT This note consists of two parts . In the first part, we provide a pedagogic review on the multivariate generalized hyperbolic (MGH) distribution. We show that this probability family is close under margining, conditioning,… read more here.
Keywords: multivariate generalized; type inequality; stein type; generalized hyperbolic ... See more keywords
On quadratic forms in multivariate generalized hyperbolic random vectors
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DOI: 10.1093/biomet/asaa067
Abstract: Countless test statistics can be written as quadratic forms in certain random vectors, or ratios thereof. Consequently, their distribution has received considerable attention in the literature. Except for a few special cases, no closed-form expression… read more here.
Keywords: multivariate generalized; quadratic forms; random vectors; generalized hyperbolic ... See more keywords