284 citations · 587 across the 49 of their papers we have counts for
Showing 2017 · stat.MLShow all
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stat.ML2017★ 3 cited
An Efficient ADMM Algorithm for Structural Break Detection in Multivariate Time Series
Alex Tank, Emily B. Fox, Ali Shojaie
We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary…
stat.ML2017★ 12 cited
An Interpretable and Sparse Neural Network Model for Nonlinear Granger Causality Discovery
Alex Tank, Ian Cover, Nicholas J. Foti +2
While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinea…