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Marginals vs. Covariance in Joint Distribution Theory

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Title: Marginals vs. Covariance in Joint Distribution Theory
Author: Baraniuk, Richard G.
Type: Conference Paper
Keywords: covariance properties; joint time-frequency representations
Citation: R. G. Baraniuk,"Marginals vs. Covariance in Joint Distribution Theory," in IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP),, pp. 1021-1024.
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.
Date Published: 1995-05-01

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  • ECE Publications [1046 items]
    Publications by Rice University Electrical and Computer Engineering faculty and graduate students
  • DSP Publications [508 items]
    Publications by Rice Faculty and graduate students in digital signal processing.