3 papers
math.ST2026
Spectral clustering of network time series via the sample covariance matrix
Brendan Martin, Joshua Agterberg, Mihai Cucuringu +2
Spectral clustering for community detection is analysed in multivariate time series models whose dependence structure is determined by an unobserved stochastic blockmodel. We estab…
astro-ph.IM2026
The LIRA-Ising Model: Estimating the boundaries of irregularly shaped X-ray sources
Kathryn McKeough, Vinay L. Kashyap, Aneta Siemiginowska +5
Mapping the boundary of an extended source is a key step in the study of its morphology. The background contamination and statistical fluctuations of typical astronomical images ma…
stat.ME2025
Factor-Driven Network Informed Restricted Vector Autoregression
Brendan Martin, Mihai Cucuringu, Alessandra Luati +1
High-dimensional financial time series often exhibit complex dependence relations driven by both common market structures and latent connections among assets. To capture these char…