Multivariate Heavy Tail Phenomena
Modeling and Diagnostics
Papers
Richard Davis
Weibo Gong
John Nolan
Sidney Resnick
Gennady Samorodnitsky
Ness Shroff
R. Srikant
Don Towsley
Zhi-Li Zhang
Participants
Presentations
Natick Kickoff Meeting (December 3-4, 2012)
Team Meeting at Columbia (April 26-27, 2013)
Update Meeting at Cornell (October 1, 2013)
Update Meeting at Columbia (October 7, 2014)
Team Meeting NYC at CFEM (March 6, 2015)
Update Meeting at Columbia (October 16, 2015)
Team Meeting NYC at CFEM (April 15, 2016)
Update Meeting at Natick Mass. (November 21, 2016)
Team Meeting NYC at CFEM (May 12, 2017)
Team Meeting at ARL, Md. (October 27, 2017)
Software
John Nolan
Home
John Nolan
John Nolan
August 15, 2019
Patrick Gillespie
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Compressive Sensing of Temporally Correlated Sources Using Isotropic Multivariate Stable Laws
(September 2018)
Compressive Sensing Using Symmetric Alpha-Stable Distributions – Part I: Robust Nonlinear Sampling
(September 2018)
Compressive Sensing Using Symmetric Alpha-Stable Distributions – Part II: Robust Sparse Reconstruction
(September 2018)
Truncated Fractional Moments of Stable Laws
(September 2018)
Generalized spherical and related multivariate distributions
Financial modeling with heavy-tailed stable distributions
Graphical Diagnostics for Heavy Tailed Data
Multivariate Elliptically Contoured Stable Distributions: Theory and Estimation
Extremes: A measure of dependence for stable distributions
On the Behavior of EMD and MEMD in Presence of Symmetric -Stable Noise
Package ‘mvmesh’
Package ‘SimplicialCubature’
A measure of dependence for stable distributions
An R package for modeling and simulating generalized spherical and related distributions
