Search Results for author: Jaewon Chung

Found 4 papers, 3 papers with code

Independence Testing for Multivariate Time Series

no code implementations18 Aug 2019 Ronak Mehta, Jaewon Chung, Cencheng Shen, Ting Xu, Joshua T. Vogelstein

The proposed nonparametric procedure is valid and consistent, building upon prior work by characterizing the geometry of the relationship, estimating the time lag at which dependence is maximized, avoiding the need for multiple testing, and exhibiting superior power in high-dimensional, low sample size, nonlinear settings.

Association Time Series Analysis

GraSPy: Graph Statistics in Python

1 code implementation29 Mar 2019 Jaewon Chung, Benjamin D. Pedigo, Eric W. Bridgeford, Bijan K. Varjavand, Hayden S. Helm, Joshua T. Vogelstein

We introduce GraSPy, a Python library devoted to statistical inference, machine learning, and visualization of random graphs and graph populations.

BIG-bench Machine Learning

Sparse Projection Oblique Randomer Forests

2 code implementations10 Jun 2015 Tyler M. Tomita, James Browne, Cencheng Shen, Jaewon Chung, Jesse L. Patsolic, Benjamin Falk, Jason Yim, Carey E. Priebe, Randal Burns, Mauro Maggioni, Joshua T. Vogelstein

Unfortunately, these extensions forfeit one or more of the favorable properties of decision forests based on axis-aligned splits, such as robustness to many noise dimensions, interpretability, or computational efficiency.

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