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The previous chapter defined cross-correntropy for the case of a pair of scalar random variables, and presented applications in statistical inference. This chapter extends the definition of correntropy for the case of random (or stochastic) processes, which are index sets of random variables. In statistical signal processing the index set is time; we are interested in random variables that are a function...
Similarity is a key concept to quantify temporal signals or static measurements. Similarity is difficult to define mathematically, however, one never really thinks too much about this difficulty and naturally translates similarity by correlation. This is one more example of how engrained second-order moment descriptors of the probability density function really are in scientific thinking. Successful...