30 citations · 60 across the 4 of their papers we have counts for
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math.ST2016★ 24 cited
Estimating Structured Vector Autoregressive Model
Igor Melnyk, Arindam Banerjee
While considerable advances have been made in estimating high-dimensional structured models from independent data using Lasso-type models, limited progress has been made for settin…
cs.LG2016
Semi-Markov Switching Vector Autoregressive Model-based Anomaly Detection in Aviation Systems
Igor Melnyk, Arindam Banerjee, Bryan Matthews +1
In this work we consider the problem of anomaly detection in heterogeneous, multivariate, variable-length time series datasets. Our focus is on the aviation safety domain, where da…