84 citations · 175 across the 21 of their papers we have counts for
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math.ST2016★ 10 cited
Piecewise quantile autoregressive modeling for nonstationary time series
Alexander Aue, Rex C. Y. Cheung, Thomas C. M. Lee +1
We develop a new methodology for the fitting of nonstationary time series that exhibit nonlinearity, asymmetry, local persistence and changes in location scale and shape of the und…
math.ST2012★ 24 cited
On image segmentation using information theoretic criteria
Alexander Aue, Thomas C. M. Lee
Image segmentation is a long-studied and important problem in image processing. Different solutions have been proposed, many of which follow the information theoretic paradigm. Whi…
math.ST2007★ 6 cited
Self Consistency: A General Recipe for Wavelet Estimation With Irregularly-spaced and/or Incomplete Data
Thomas C. M. Lee, Xiao-Li Meng
Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the ob…