activity
20132024
most citedSparse and Functional Principal Components Analysis

29 citations · 77 across the 12 of their papers we have counts for

collaborators

12 papers

math.NA2024

Optimal accuracy for linear sets of equations with the graph Laplacian

Richard B. Lehoucq, Michael Weylandt, Jonathan W. Berry

We show that certain Graph Laplacian linear sets of equations exhibit optimal accuracy, guaranteeing that the relative error is no larger than the norm of the relative residual and…

stat.ML2022★ 4 cited

To the Fairness Frontier and Beyond: Identifying, Quantifying, and Optimizing the Fairness-Accuracy Pareto Frontier

Camille Olivia Little, Michael Weylandt, Genevera I Allen

Algorithmic fairness has emerged as an important consideration when using machine learning to make high-stakes societal decisions. Yet, improved fairness often comes at the expense…

stat.ML2022

Multivariate Analysis for Multiple Network Data via Semi-Symmetric Tensor PCA

Michael Weylandt, George Michailidis

Network data are commonly collected in a variety of applications, representing either directly measured or statistically inferred connections between features of interest. In an in…

cs.SI2021★ 1 cited

Network Clustering for Latent State and Changepoint Detection

Madeline Navarro, Genevera I. Allen, Michael Weylandt

Network models provide a powerful and flexible framework for analyzing a wide range of structured data sources. In many situations of interest, however, multiple networks can be co…

stat.ML2021

Sparse Partial Least Squares for Coarse Noisy Graph Alignment

Michael Weylandt, George Michailidis, T. Mitchell Roddenberry

Graph signal processing (GSP) provides a powerful framework for analyzing signals arising in a variety of domains. In many applications of GSP, multiple network structures are avai…

stat.ML2020★ 3 cited

Simultaneous Grouping and Denoising via Sparse Convex Wavelet Clustering

Michael Weylandt, T. Mitchell Roddenberry, Genevera I. Allen

Clustering is a ubiquitous problem in data science and signal processing. In many applications where we observe noisy signals, it is common practice to first denoise the data, perh…

stat.ML2020★ 5 cited

Automatic Registration and Clustering of Time Series

Michael Weylandt, George Michailidis

Clustering of time series data exhibits a number of challenges not present in other settings, notably the problem of registration (alignment) of observed signals. Typical approache…

q-fin.RM2019

Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility

Michael Weylandt, Yu Han, Katherine B. Ensor

Financial markets for Liquified Natural Gas (LNG) are an important and rapidly-growing segment of commodities markets. Like other commodities markets, there is an inherent spatial…

stat.ML2019★ 3 cited

Multi-Rank Sparse and Functional PCA: Manifold Optimization and Iterative Deflation Techniques

Michael Weylandt

We consider the problem of estimating multiple principal components using the recently-proposed Sparse and Functional Principal Components Analysis (SFPCA) estimator. We first prop…

stat.ML2019★ 8 cited

Splitting Methods for Convex Bi-Clustering and Co-Clustering

Michael Weylandt

Co-Clustering, the problem of simultaneously identifying clusters across multiple aspects of a data set, is a natural generalization of clustering to higher-order structured data.…

stat.ML2019★ 24 cited

Dynamic Visualization and Fast Computation for Convex Clustering via Algorithmic Regularization

Michael Weylandt, John Nagorski, Genevera I. Allen

Convex clustering is a promising new approach to the classical problem of clustering, combining strong performance in empirical studies with rigorous theoretical foundations. Despi…

stat.ML2013★ 29 cited

Sparse and Functional Principal Components Analysis

Genevera I. Allen, Michael Weylandt

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data.…