29 citations · 77 across the 12 of their papers we have counts for
4 papers · 1 filter
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…
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…
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.…
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…