Institute of Information Theory and Automation

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Bibliography

Georges A. Darbellay

  1. Darbellay Georges A.Predictability: An information-theoretic perspective , Signal Analysis and Prediction, p. 249-262 , Eds: Prochazka A., Uhlir J., Rayner P. J. W., Kingsbury N. G., Birkhäuser, (Boston 1998) [1998]

  1. Darbellay Georges A., Wuertz D.The entropy as a tool for analysing statistical dependences in financial time series , Physica. A : Statistical Mechanics and its Applications vol.287, p. 429-439 [2000]
  2. Darbellay Georges A., Vajda IgorEntropy expressions for multivariate continuous distributions , IEEE Transactions on Information Theory vol.46, 2 (2000), p. 709-712 [2000]
  3. Darbellay Georges A.An estimator of the mutual information based on a criterion for independence , Computational Statistics and Data Analysis vol.32, 1 (1999), p. 1-17 [1999]
  4. Darbellay Georges A., Vajda IgorEstimation of the information by an adaptive partitioning of the observation space , IEEE Transactions on Information Theory vol.45, 4 (1999), p. 1315-1321 [1999]
  5. Darbellay Georges A.A note on the volatility term structure in short rate models , ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik, p. 885-886 [1998]
  6. Darbellay Georges A., Finardi M.Could nonlinear dynamics contribute to intra-day risk management? , European Journal of Finance vol.3, 4 (1997), p. 311-324 [1997]
  7. Darbellay Georges A., Sláma MarekHow Nonlinear is Your Time Series? A New Method and Case Study , Neural Network World vol.7, p. 483-493, PASE'97. International Workshop on Parallel Applications in Statistics and Economics /6./, (Mariánské Lázně, CZ, 09.11.1997-12.11.1997) [1997]

  1. Bernhard H.-P., Darbellay Georges A.Performance analysis of the mutual information function for nonlinear and linear signal processing , Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing, p. 1297-1300, IEEE, (Phoenix 1999) , IEEE International Conference on Acoustics, Speech and Signal Processing, (Phoenix, US, 15.03.1999-19.03.1999) [1999]
  2. Darbellay Georges A.A nonparametric estimator for the mutual information , Prague Stochastics '98. Proceedings, p. 93-98 , Eds: Hušková M., Lachout P., Víšek J. Á., JČMF, (Praha 1998) , Prague Stochastics '98, (Praha, CZ, 23.08.1998-28.08.1998) [1998]
  3. Darbellay Georges A.Entropy and Predictability. Abstract , International Conference on Statistical Physics. Abstracts, p. 2 , Eds: Gervois A., Gingold M., Iagolnitzer D., French Physical Society, (Paris 1998) , International Conference on Statistical Physics /20./, (Paris, FR, 20.07.1998-24.07.1998) [1998]
  4. Darbellay Georges A.Statistical dependences in IRd: An information-theoretic approach , Preprints of the 3rd European IEEE Workshop on Computer-Intensive Methods in Control and Data Processing, p. 83-88 , Eds: Rojíček J., Valečková M., Kárný M., Warwick K., ÚTIA AV ČR, (Praha 1998) , CMP '98 /3./, (Praha, CZ, 07.09.1998-09.09.1998) [1998]
  5. Darbellay Georges A.Comments on the Mutual Information and the Linear Correlation, ÚTIA AV ČR, (Praha 1998) Research Report 1932 [1998]
  6. Darbellay Georges A., Vajda IgorEstimation of the Mutual Information with Data-dependent Partitions, ÚTIA AV ČR, (Praha 1998) Research Report 1921 [1998]
  7. Darbellay Georges A., Vajda IgorEntropy Expressions for Continuous Multivariate Distributions, ÚTIA AV ČR, (Praha 1998) Research Report 1920 [1998]
  8. Darbellay Georges A.An algorithm for estimating the degree of dependence between two random vectors. Abstract , International Symposium on Mathematical Programming. Abstracts, p. 72, EPFL, (Lausanne 1997) , ISMP '97 /16./, (Lausanne, CH, 24.08.1997-29.08.1997) [1997]
  9. Darbellay Georges A.The mutual information as a measure of statistical dependence. Abstract , Proceedings of the International Symposium on Information Theory 1997. Abstracts, p. 405, IEEE, (Piscataway 1997) , International Symposium on Information Theory, (Ulm, DE, 29.06.1997-04.07.1997) [1997]
  10. Darbellay Georges A.Stochastic Predictability , European Conference on Signal Analysis and Prediction I, p. 203-206 , Eds: Procházka A., Uhlíř J., Sovka P., ICT Press, (Praha 1997) , ECSAP '97 /1./, (Prague, CZ, 24.06.1997-27.06.1997) [1997]
  11. Darbellay Georges A.An Adaptive Histogram Estimator for the Mutual Information, ÚTIA AV ČR, (Praha 1996) Research Report 1889 [1996]
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