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Results 1 - 10
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41,061
Statistical Analysis of Cointegrated Vectors
- Journal of Economic Dynamics and Control
, 1988
"... We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimen ..."
Abstract
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Cited by 2749 (12 self)
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of dimensions. Further we test linear hypotheses about the cointegration vectors. The asymptotic distribution of these test statistics are found and the first is described by a natural multivariate version of the usual test for unit root in an autoregressive process, and the other is a x2 test. 1.
Blind Signal Separation: Statistical Principles
, 2003
"... Blind signal separation (BSS) and independent component analysis (ICA) are emerging techniques of array processing and data analysis, aiming at recovering unobserved signals or `sources' from observed mixtures (typically, the output of an array of sensors), exploiting only the assumption of mut ..."
Abstract
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Cited by 529 (4 self)
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Blind signal separation (BSS) and independent component analysis (ICA) are emerging techniques of array processing and data analysis, aiming at recovering unobserved signals or `sources' from observed mixtures (typically, the output of an array of sensors), exploiting only the assumption
A Maximum Entropy approach to Natural Language Processing
- COMPUTATIONAL LINGUISTICS
, 1996
"... The concept of maximum entropy can be traced back along multiple threads to Biblical times. Only recently, however, have computers become powerful enough to permit the widescale application of this concept to real world problems in statistical estimation and pattern recognition. In this paper we des ..."
Abstract
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Cited by 1366 (5 self)
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describe a method for statistical modeling based on maximum entropy. We present a maximum-likelihood approach for automatically constructing maximum entropy models and describe how to implement this approach efficiently, using as examples several problems in natural language processing.
The Alignment Template Approach to Statistical Machine Translation
, 2004
"... A phrase-based statistical machine translation approach — the alignment template approach — is described. This translation approach allows for general many-to-many relations between words. Thereby, the context of words is taken into account in the translation model, and local changes in word order f ..."
Abstract
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Cited by 480 (26 self)
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A phrase-based statistical machine translation approach — the alignment template approach — is described. This translation approach allows for general many-to-many relations between words. Thereby, the context of words is taken into account in the translation model, and local changes in word order
Self-Similarity Through High-Variability: Statistical Analysis of Ethernet LAN Traffic at the Source Level
- IEEE/ACM TRANSACTIONS ON NETWORKING
, 1997
"... A number of recent empirical studies of traffic measurements from a variety of working packet networks have convincingly demonstrated that actual network traffic is self-similar or long-range dependent in nature (i.e., bursty over a wide range of time scales) -- in sharp contrast to commonly made tr ..."
Abstract
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Cited by 743 (24 self)
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traffic modeling assumptions. In this paper, we provide a plausible physical explanation for the occurrence of self-similarity in LAN traffic. Our explanation is based on new convergence results for processes that exhibit high variability (i.e., infinite variance) and is supported by detailed statistical
Learning in graphical models
- STATISTICAL SCIENCE
, 2004
"... Statistical applications in fields such as bioinformatics, information retrieval, speech processing, image processing and communications often involve large-scale models in which thousands or millions of random variables are linked in complex ways. Graphical models provide a general methodology for ..."
Abstract
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Cited by 806 (10 self)
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Statistical applications in fields such as bioinformatics, information retrieval, speech processing, image processing and communications often involve large-scale models in which thousands or millions of random variables are linked in complex ways. Graphical models provide a general methodology
Survey on Independent Component Analysis
- NEURAL COMPUTING SURVEYS
, 1999
"... A common problem encountered in such disciplines as statistics, data analysis, signal processing, and neural network research, is nding a suitable representation of multivariate data. For computational and conceptual simplicity, such a representation is often sought as a linear transformation of the ..."
Abstract
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Cited by 2309 (104 self)
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A common problem encountered in such disciplines as statistics, data analysis, signal processing, and neural network research, is nding a suitable representation of multivariate data. For computational and conceptual simplicity, such a representation is often sought as a linear transformation
Graphical models, exponential families, and variational inference
, 2008
"... The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building large-scale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fiel ..."
Abstract
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Cited by 819 (28 self)
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fields, including bioinformatics, communication theory, statistical physics, combinatorial optimization, signal and image processing, information retrieval and statistical machine learning. Many problems that arise in specific instances — including the key problems of computing marginals and modes
On the Self-similar Nature of Ethernet Traffic (Extended Version)
, 1994
"... We demonstrate that Ethernet LAN traffic is statistically self-similar, that none of the commonly used traffic models is able to capture this fractal-like behavior, that such behavior has serious implications for the design, control, and analysis of high-speed, cell-based networks, and that aggrega ..."
Abstract
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Cited by 2213 (46 self)
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discussion of the underlying mathematical and statistical properties of self-similarity and their relationship with actual network behavior. We also present traffic models based on self-similar stochastic processes that provide simple, accurate, and realistic descriptions of traffic scenarios expected during
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41,061
