2024
Use of random integration to test equality of high dimensional covariance matrices.
Jiang Y, Wen C, Jiang Y, Wang X, Zhang H. Use of random integration to test equality of high dimensional covariance matrices. Statistica Sinica 2024, 33: 2359-2380. PMID: 37799490, PMCID: PMC10550010, DOI: 10.5705/ss.202020.0486.Peer-Reviewed Original Research
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
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