4 citations · 4 across the 4 of their papers we have counts for
4 papers
Parametric generalized spectrum for heavy-tailed time series
Yuichi Goto, Gaspard Bernard
Recently, several spectra have emerged, designed to encapsulate the distributional characteristics of non-Gaussian stationary processes. This article introduces parametric families…
Robust -Estimation of Scatter Matrices via Precision Structure Shrinkage
Soma Nikai, Yuichi Goto, Koji Tsukuda
Maronna's and Tyler's -estimators are among the most widely used robust estimators for scatter matrices. However, when the dimension of observations is relatively high, their pe…
On spectral clustering under non-isotropic Gaussian mixture models
Kohei Kawamoto, Yuichi Goto, Koji Tsukuda
We evaluate the misclustering probability of a spectral clustering algorithm under a Gaussian mixture model with a general covariance structure. The algorithm partitions the data i…
Spectral clustering algorithm for the allometric extension model
Kohei Kawamoto, Yuichi Goto, Koji Tsukuda
The spectral clustering algorithm is often used as a binary clustering method for unclassified data by applying the principal component analysis. To study theoretical properties of…