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Applied Math Talk: Cluster analysis on covariance stationary ergodic processes and locally asymptotically self-similar processes (Nan Rao, CGU)

Emmy Noether Room, Millikan 1021, Pomona College 610 N. College Ave., Claremont

We study the problems of clustering covariance stationary ergodic processes and locally asymptotically self-similar stochastic processes, when the true number of clusters is priorly known. A new covariance-based dissimilarity measure is introduced, […]