2015
Multivariate time-series analysis and diffusion maps
Lian W, Talmon R, Zaveri H, Carin L, Coifman R. Multivariate time-series analysis and diffusion maps. Signal Processing 2015, 116: 13-28. DOI: 10.1016/j.sigpro.2015.04.003.Peer-Reviewed Original ResearchStatistical manifoldMultivariate time series analysisNonlinear dimensionality reduction frameworkDiffusion mapsEfficient parameter estimationPairwise geodesic distancesTime-evolving distributionsFinancial data analysisBayesian generative modelKullback-Leibler divergenceNonstationary time seriesDimensionality reduction frameworkEfficient approximationParameter estimationLow-dimensional representationAffinity kernelsParametric distributionTime series analysisDimensionality reduction methodologyGeodesic distanceLocal statisticsReduction frameworkReduction methodologyManifoldDimensionality reduction
2010
Reference free structure determination through eigenvectors of center of mass operators
Coifman RR, Shkolnisky Y, Sigworth FJ, Singer A. Reference free structure determination through eigenvectors of center of mass operators. Applied And Computational Harmonic Analysis 2010, 28: 296-312. PMID: 20436952, PMCID: PMC2860334, DOI: 10.1016/j.acha.2009.11.003.Peer-Reviewed Original Research