Studying Three Families of Divergences to Compare Wide-Sense Stationary Gaussian Arma Processes
| dc.rights.license | open | en_US |
| hal.structure.identifier | Laboratoire de l'intégration, du matériau au système [IMS] | |
| dc.contributor.author | GRIVEL, Eric | |
| dc.date.accessioned | 2022-07-08T08:40:02Z | |
| dc.date.available | 2022-07-08T08:40:02Z | |
| dc.date.issued | 2022-05 | |
| dc.date.conference | 2022-05-23 | |
| dc.identifier.uri | oai:crossref.org:10.1109/icassp43922.2022.9746175 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/140403 | |
| dc.description.abstractEn | In this paper, we aim at analyzing the differences between three families of divergences used to compare probability density functions of Gaussian random vectors storing k consecutive samples of wide-sense stationary ARMA processes. There may be various applications: signal classification, statistical change detection, etc. Among the families that are studied, we propose to look at the α-divergence, the β-divergence and the γ-divergence. We first provide the expression of the divergences in the Gaussian case and then express their divergence increments, i.e. the differences between the divergences computed for k + 1 and k consecutive samples. Finally, we analyze how these divergence increments evolve when k increases and tends to infinity. | |
| dc.language.iso | EN | en_US |
| dc.publisher | IEEE | en_US |
| dc.source | crossref | |
| dc.subject.en | divergences | |
| dc.subject.en | rate | |
| dc.subject.en | ARMA processes | |
| dc.title.en | Studying Three Families of Divergences to Compare Wide-Sense Stationary Gaussian Arma Processes | |
| dc.type | Communication dans un congrès avec actes | en_US |
| dc.identifier.doi | 10.1109/icassp43922.2022.9746175 | en_US |
| dc.subject.hal | Sciences de l'ingénieur [physics]/Traitement du signal et de l'image | en_US |
| bordeaux.hal.laboratories | Laboratoire d’Intégration du Matériau au Système (IMS) - UMR 5218 | en_US |
| bordeaux.institution | Université de Bordeaux | en_US |
| bordeaux.institution | Bordeaux INP | en_US |
| bordeaux.institution | CNRS | en_US |
| bordeaux.conference.title | International Conference on Acoustics, Speech and Signal Processing (ICASSP) | en_US |
| bordeaux.country | sg | en_US |
| bordeaux.title.proceeding | ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing | en_US |
| bordeaux.conference.city | Singapour | en_US |
| bordeaux.peerReviewed | oui | en_US |
| bordeaux.import.source | dissemin | |
| hal.identifier | hal-03539754 | |
| hal.version | 1 | |
| hal.date.transferred | 2022-09-20T09:57:07Z | |
| hal.export | true | |
| workflow.import.source | dissemin | |
| dc.rights.cc | Pas de Licence CC | en_US |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2022-05&rft.au=GRIVEL,%20Eric&rft.genre=proceeding |
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