Search Results for author: Ting Xu

Found 1 papers, 0 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.

Time Series Time Series Analysis

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