8 papers
Analytic Standard Errors for Latent Gaussian Discrete-Valued Multivariate Time Series
Christopher M. Crawford, Marie-Christine Düker, Younghoon Kim +3
Unlike their continuous-valued counterparts, there are no universally preferred methodologies for modeling discrete-valued time series. This is especially problematic in fields suc…
Consistency of Lloyd's Algorithm Under Perturbations
Dhruv Patel, Hui Shen, Shankar Bhamidi +2
In the context of unsupervised learning, Lloyd's algorithm is one of the most widely used clustering algorithms. It has inspired a plethora of work investigating the correctness of…
Testing common structure in high-dimensional factor models: change-point and two-sample procedures
Marie-Christine Düker, Vladas Pipiras
This work proposes a novel procedure to test for common structures across two high-dimensional factor models. The introduced test allows to uncover whether two factor models are dr…
Parametric multi-fidelity Monte Carlo estimation with applications to extremes
Minji Kim, Brendan Brown, Vladas Pipiras
In a multi-fidelity setting, data are available from two sources, high- and low-fidelity. Low-fidelity data has larger size and can be leveraged to make more efficient inference ab…
Confidence Driven Classification of Application Types in the Presence of Background Network Traffic
Eun Hun Choi, Jasleen Kaur, Vladas Pipiras +2
Accurately classifying the application types of network traffic using deep learning models has recently gained popularity. However, we find that these classifiers do not perform we…
Attribute network models, stochastic approximation, and network sampling and ranking algorithms
Nelson Antunes, Sayan Banerjee, Shankar Bhamidi +1
We analyze dynamic random network models where younger vertices connect to older ones with probabilities proportional to their degrees as well as a propensity kernel governed by th…