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02/16/2022
Using the left Gram matrix to cluster high dimensional data
For high dimensional data, where P features for N objects (P >> N) are r...
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research
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02/02/2022
Inverse covariance operators of multivariate nonstationary time series
For multivariate stationary time series many important properties, such ...
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09/17/2021
Graphical models for nonstationary time series
We propose NonStGGM, a general nonparametric graphical modeling framewor...
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07/11/2021
A prediction perspective on the Wiener-Hopf equations for discrete time series
The Wiener-Hopf equations are a Toeplitz system of linear equations that...
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07/01/2020
Spectral methods for small sample time series: A complete periodogram approach
The periodogram is a widely used tool to analyze second order stationary...
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01/20/2020