Standard hidden Markov models (HMM's) have been studied extensively in the last two decades. It is well known that these models assume state conditional independence of the ob...
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
Time series data is common in many settings including scientific and financial applications. In these applications, the amount of data is often very large. We seek to support pred...
Background: Discovering the genetic basis of common genetic diseases in the human genome represents a public health issue. However, the dimensionality of the genetic data (up to 1...
Raphael Mourad, Christine Sinoquet, Philippe Leray
Abstract—The theoretical analysis of randomized compressive operators often relies on the existence of a concentration of measure inequality for the operator of interest. Though ...
Christopher J. Rozell, Han Lun Yap, Jae Young Park...