254 citations · 420 across the 12 of their papers we have counts for
13 papers
Conditionally specified graphical modeling of stationary multivariate time series
Anirban Bhattacharya, Jan Johannes, Suhasini Subba Rao
Graphical models are ubiquitous for summarizing conditional relations in multivariate data. In many applications involving multivariate time series, it is of interest to learn an i…
Using the left Gram matrix to cluster high dimensional data
Shahina Rahman, Valen E. Johnson, Suhasini Subba Rao
For high dimensional data, where P features for N objects (P >> N) are represented in an NxP matrix X, we describe a clustering algorithm based on the normalized left Gram matrix,…
Inverse covariance operators of multivariate nonstationary time series
Jonas Krampe, Suhasini Subba Rao
For multivariate stationary time series many important properties, such as partial correlation, graphical models and autoregressive representations are encoded in the inverse of it…
Graphical models for nonstationary time series
Sumanta Basu, Suhasini Subba Rao
We propose NonStGM, a general nonparametric graphical modeling framework for studying dynamic associations among the components of a nonstationary multivariate time series. It buil…
Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain
Suhasini Subba Rao, Junho Yang
In time series analysis there is an apparent dichotomy between time and frequency domain methods. The aim of this paper is to draw connections between frequency and time domain met…
Orthogonal samples for estimators in time series
Suhasini Subba Rao
Inference for statistics of a stationary time series often involve nuisance parameters and sampling distributions that are difficult to estimate. In this paper, we propose the meth…