Marginals vs. covariance in joint distribution theory

Richard G. Baraniuk

Marginals vs. covariance in joint distribution theory

Research output: Contribution to journal › Conference article › peer-review

Abstract

Recently, Cohen has proposed a method for constructing joint distributions of arbitrary physical quantities, in direct generalization of joint time-frequency representations. In this paper, we investigate the covariance properties of this procedure and caution that in its present form it cannot generate all possible distributions. Using group theory, we extend Cohen's construction to a more general form that can be customized to satisfy specific marginal and covariance requirements.

Original language	English (US)
Pages (from-to)	1021-1024
Number of pages	4
Journal	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2
State	Published - Jan 1 1995
Event	Proceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) - Detroit, MI, USA Duration: May 9 1995 → May 12 1995

ASJC Scopus subject areas

Software
Signal Processing
Electrical and Electronic Engineering

Cite this

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abstract = "Recently, Cohen has proposed a method for constructing joint distributions of arbitrary physical quantities, in direct generalization of joint time-frequency representations. In this paper, we investigate the covariance properties of this procedure and caution that in its present form it cannot generate all possible distributions. Using group theory, we extend Cohen's construction to a more general form that can be customized to satisfy specific marginal and covariance requirements.",

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AB - Recently, Cohen has proposed a method for constructing joint distributions of arbitrary physical quantities, in direct generalization of joint time-frequency representations. In this paper, we investigate the covariance properties of this procedure and caution that in its present form it cannot generate all possible distributions. Using group theory, we extend Cohen's construction to a more general form that can be customized to satisfy specific marginal and covariance requirements.

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M3 - Conference article

AN - SCOPUS:0028996194

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JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

SN - 0736-7791

T2 - Proceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5)

Y2 - 9 May 1995 through 12 May 1995

ER -

Marginals vs. covariance in joint distribution theory

Abstract

ASJC Scopus subject areas

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