Working Paper
Time-varying Lamperti Transformation and Clustering Locally Asymptotically Self-similar Processes
with Qidi Peng, Nan Rao and Narn-Rueih Shieh
with Qidi Peng, Nan Rao and Narn-Rueih Shieh
- We study the problems of clustering locally asymptotically self-similar processes, when the true number of clusters is given. A new concept "time-varying Lamperti transformation" is introduced to transform the processes to asymptotically stationary processes, from which the so-called approximately asymptotically consistent clustering algorithms are obtained. In a simulation study, clustering data sampled from multifractional Brownian motions is performed to illustrate the approximated asymptotic consistency of the proposed algorithms.
Publication
Cluster Analysis on Locally Asymptotically Self-similar Processes with Known Number of Clusters [Journal] [ArVix]
with Qidi Peng and Nan Rao. Fractal and Fractional, 6(4): 222, 2022.
with Qidi Peng and Nan Rao. Fractal and Fractional, 6(4): 222, 2022.
Covariance-based Dissimilarity Measures Applied to Clustering Wide-sense Stationary Ergodic Processes [Journal] [ArXiv] [Code]
with Qidi Peng and Nan Rao. Machine Learning, 108(12): 2159–2195, 2019.
with Qidi Peng and Nan Rao. Machine Learning, 108(12): 2159–2195, 2019.
- UC Santa Barbara, SoCAMS 2018.
Some Developments in Clustering Analysis on Stochastic Processes [Journal] [ArXiv]
with Qidi Peng and Nan Rao. Biostatistics and Biometrics, 9(3): 72–77, 2019.
with Qidi Peng and Nan Rao. Biostatistics and Biometrics, 9(3): 72–77, 2019.
Randomized Block Kaczmarz Method with Projection for Solving Least Squares [Journal] [ArXiv]
with Deanna Needell and Anastasios Zouzias. Linear Algebra and its Applications, 484: 322–343, 2015.
with Deanna Needell and Anastasios Zouzias. Linear Algebra and its Applications, 484: 322–343, 2015.
A Comparison of Clustering and Missing Data Methods for Health Sciences [ArXiv]
with Deanna Needell, Chris Johansen and Jerry Grenard. IEEE 48th Asilomar Conference on Signals, Systems and Computers,1041-1045, 2014.
with Deanna Needell, Chris Johansen and Jerry Grenard. IEEE 48th Asilomar Conference on Signals, Systems and Computers,1041-1045, 2014.
- Asilomar Conference on Signals, Systems, and Computers 2014.