4 papers
Stable State Space SubSpace (S) Identification
Xinhui Rong, Victor Solo
State space subspace algorithms for input-output systems have been widely applied but also have a reasonably well-developedasymptotic theory dealing with consistency. However, guar…
Asymptotic Classification Error for Heavy-Tailed Renewal Processes
Xinhui Rong, Victor Solo
Despite the widespread occurrence of classification problems and the increasing collection of point process data across many disciplines, study of error probability for point proce…
Asymptotic Error Rates for Point Process Classification
Xinhui Rong, Victor Solo
Point processes are finding growing applications in numerous fields, such as neuroscience, high frequency finance and social media. So classic problems of classification and cluste…
Stable Reduced-Rank VAR Identification
Xinhui Rong, Victor Solo
The vector autoregression (VAR) has been widely used in system identification, econometrics, natural science, and many other areas. However, when the state dimension becomes large…