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stat.ME2022
Low Tree-Rank Bayesian Vector Autoregression Model
Leo L. Duan, Zeyu Yuwen, George Michailidis +1
Vector autoregression has been widely used for modeling and analysis of multivariate time series data. In high-dimensional settings, model parameter regularization schemes inducing…
stat.ME2022
Spectral Clustering, Bayesian Spanning Forest, and Forest Process
Leo L. Duan, Arkaprava Roy
Spectral clustering views the similarity matrix as a weighted graph, and partitions the data by minimizing a graph-cut loss. Since it minimizes the across-cluster similarity, there…