3 papers
math.ST2025
Spectral estimation for high-dimensional linear processes
Jamshid Namdari, Alexander Aue, Debashis Paul
We develop a random-matrix-based framework for estimating the latent joint spectral distribution of the coefficient matrices and innovation covariance of a class of high-dimensiona…
stat.ME2024
P3LS: Point Process Partial Least Squares
Jamshid Namdari, Robert T Krafty, Amita Manatunga
Many studies collect data that can be considered as a realization of a point process. Included are medical imaging data where photon counts are recorded by a gamma camera from pati…
stat.ME2024
Localized Sparse Principal Component Analysis of Multivariate Time Series in Frequency Domain
Jamshid Namdari, Amita Manatunga, Fabio Ferrarelli +1
Principal component analysis has been a main tool in multivariate analysis for estimating a low dimensional linear subspace that explains most of the variability in the data. Howev…