Nature

Random Fields and Gaussian Processes

Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...
IEEE

Gaussian signals simulation using biconnected Markov chain

Abstract: The problems of constructing Gaussian signals models with a given three-dimensional probability density on the basis of the biconnected Markov chain are considered. The article presents a ...
IEEE

Using the Cumulative Function Method to Transform non-Gaussian Random Processes, Signals and Noise in the Differentiating Systems

Abstract: It is shown that one of commonly used approximate methods is the description of non-Gaussian processes, signals and noise as a finite sequence of elements or cumulant functions. In this case ...
JSTOR Daily

Everywhere Irregularity of Certain Classes of Random Processes with Stationary Gaussian Increments

This paper is concerned with everywhere local behaviour of certain classes of random processes which have stationary Gaussian increments. It is shown that for two classes of processes almost all the ...
mccormick.northwestern.edu

ELEC_ENG 422: Random Processes in Communications and Control I

CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
GitHub

ML-based yield curve modelling

Yield Curve Fitting with Gaussian Processes -- Uses daily U.S. Treasury constant-maturity yields from 1-month to 30-years. -- Applies Gaussian Process Regression (GPR) to fit a smooth yield curve. -- ...
GitHub

mathhiroki/gaussian_processes_teishutu

Python implementation of a regression model using Gaussian Process. It can be executed in a virtual environment (Conda). The learning process of the Gaussian Process Regression (GPR) will be shown as ...
JSTOR Daily

Random Rewards, Fractional Brownian Local Times and Stable Self-Similar Processes

We describe a new class of self-similar symmetric α-stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning random rewards or ...