1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.ST2026★ 1 cited
On robustness of Spectral Rényi divergence
Tetsuya Takabatake, Keisuke Yano
This paper studies a specific class of statistical divergences for spectral densities of time series: the spectral -Rényi divergences, which include the Itakura-Saito divergen…
math.ST2025
Optimal Estimation for General Gaussian Processes
Tetsuya Takabatake, Jun Yu, Chen Zhang
This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE)…