Standard detection algorithms for nonlinearity linkage fail when applied to typical problems in the analysis of financial time-series data. We explain how this failure arises whe...
We study the dynamic bin packing problem introduced by Coffman, Garey and Johnson. This problem is a generalization of the bin packing problem in which items may arrive and depart...
Wun-Tat Chan, Prudence W. H. Wong, Fencol C. C. Yu...
Abstract--High-dimensional data are common in many domains, and dimensionality reduction is the key to cope with the curse-of-dimensionality. Linear discriminant analysis (LDA) is ...
Multi-class classification algorithms are very widely used, but we argue that they are not always ideal from a theoretical perspective, because they assume all classes are characte...
We present a method for simultaneous dimension reduction and metastability analysis of high dimensional time series. The approach is based on the combination of hidden Markov model...
Illia Horenko, Johannes Schmidt-Ehrenberg, Christo...