2 citations · 2 across the 6 of their papers we have counts for
17 papers
Exact Computation of Non-Gaussian Mismatch Penalties in Wiener-Hermite Cross-Correlation Identification
Serhii Zabolotnii
Wiener-Hermite cross-correlation identification represents a polynomial response in the Hermite basis. Under Gaussian excitation the basis is orthogonal and a diagonal rule recover…
A Closed-Form Skew Penalty for Volterra Cross-Correlation Identification under Non-Gaussian Input
Serhii Zabolotnii
The monomial parameterization of finite-memory Volterra identification is ill-conditioned under non-Gaussian input, and the Wiener--Hermite expansion removes this ill-conditioning…
Closed-form fractional radial links for elliptical Mahalanobis discriminant analysis
Serhii Zabolotnii
We study binary classification under shared-generator elliptical class-conditional distributions. The log-likelihood ratio is an additive function of the two squared Mahalanobis ra…
Matched generating elements in maximum entropy density reconstruction
Serhii Zabolotnii
Moment-constrained maximum entropy (MaxEnt) reconstructs a density from a few generalized moments as the exponential family whose sufficient statistics are the constraint functions…
Parametrically Adaptive Transition Polynomial: a Signed-Parity Continuous-alpha Extension of Kunchenko Stochastic Polynomials
Serhii Zabolotnii
Kunchenko's method of polynomial maximization provides a semiparametric apparatus for parameter estimation under non-Gaussian errors, but its classical power basis relies on finite…
Moment-Free Kunchenko Stochastic Polynomials via Empirical Characteristic Function
Serhii Zabolotnii
We give a characteristic-function formulation of Kunchenko's stochastic-polynomial construction for settings in which raw moments may fail to exist. In the finite-variance trigonom…