3 papers
math.ST2026
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…
math.ST2026
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…
stat.ME2026
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…