Dynamic Boltzmann Machine (DyBM) has been shown highly efficient to predict time-series data. Gaussian DyBM is a DyBM that assumes the predicted data is generated by a Gaussian distribution whose first-order moment (mean) dynamically changes over time but its second-order moment (variance) is fixed. However, in many financial applications, the assumption is quite limiting in two aspects. First,...

In this paper we present a novel method to describe the pose (position and orientation) distribution of amino acid residue pairs within a protein, which are proximal in space and distal in sequence.While the Ramachandran plot provides information of protein conformations using the φ and ψ angles between sequentially proximal residues, our method can offer six-dimensional relative pose informati...

We investigate multiple attribute group decision making (MAGDM) problems with arguments taking the form of interval-valued intuitionistic fuzzy numbers. In order to relieve influence of unfair arguments, a Gaussian distribution-based argument-dependent weighting method and a hybrid support-function-based argument-dependent weighting method are devised by, respectively, measuring support degrees...

In this paper, the generalized Gaussian distribution is employed to model the 16(4*4) integer transform coefficients of the residue image in H.264 videos. Then the distortion−rate function of generalized Gaussian model is analyzed as well as a flexible rate−distortion (R−D) model is developed to approximate the actual R−D function. Finally, an effective variable bit rate (VBR) algorithm for H.2...

The authors present a Markov random field model which allows realistic edge modeling while providing stable maximum a posterior (MAP) solutions. The model, referred to as a generalized Gaussian Markov random field (GGMRF), is named for its similarity to the generalized Gaussian distribution used in robust detection and estimation. The model satisfies several desirable analytical and computation...

This note is devoted to an analysis of the so-called peeling algorithm in wavelet denoising. Assuming that the wavelet coefficients of the signal can be modeled by generalized Gaussian random variables, we compute a critical thresholding constant for the algorithm, which depends on the shape parameter of the generalized Gaussian distribution. We also quantify the optimal number of steps which h...

in this paper, the detector of moving target in mimo radar with widely separated antenna in the presence of α-stable clutter is proposed. due to the complexity of unknown parameter estimation in the presence of target, the rao test is applied. the α-stable model is a general model that can applied to different environments with appropriate selection of parameters. the problem with this model is...