activity
20192021
most citedNetwork Clustering for Latent State and Changepoint Detection

1 citations · 1 across the 2 of their papers we have counts for

collaborators

7 papers

cs.SI20211 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

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

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

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…