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DTSTART;TZID=America/Los_Angeles:20190311T161500
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DTSTAMP:20260510T224341
CREATED:20190128T193212Z
LAST-MODIFIED:20190128T213406Z
UID:1177-1552320900-1552324500@colleges.claremont.edu
SUMMARY:Applied Math Talk: Cluster analysis on covariance stationary ergodic processes and locally asymptotically self-similar processes (Nan Rao\, CGU)
DESCRIPTION: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\, from which efficient consistent clustering algorithms are obtained. As examples of application\, clustering  fractional Brownian motions and clustering multifractional Brownian motions are respectively performed to illustrate the asymptotic consistency of the proposed algorithms.
URL:https://colleges.claremont.edu/ccms/event/applied-math-talk-given-by-nan-rao-cgu/
LOCATION:Emmy Noether Room\, Millikan 1021\, Pomona College\, 610 N. College Ave.\, Claremont\, California\, 91711
CATEGORIES:Applied Math Seminar
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