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stat.ME2022
Causal Vector Autoregression Enhanced with Covariance and Order Selection
Marianna Bolla, Dongze Ye, Haoyu Wang +6
A causal vector autoregressive (CVAR) model is introduced for weakly stationary multivariate processes, combining a recursive directed graphical model for the contemporaneous compo…
math.CO2022
Regularity based spectral clustering and mapping the Fiedler-carpet
Marianna Bolla, Vilas Winstein, Tao You +2
Spectral clustering is discussed from many perspectives, by extending it to rectangular arrays and discrepancy minimization too. Near optimal clusters are obtained with singular va…