Search Results for author: Qidi Peng

Found 4 papers, 3 papers with code

Variable Selection and Regularization via Arbitrary Rectangle-range Generalized Elastic Net

1 code implementation14 Dec 2021 Yujia Ding, Qidi Peng, Zhengming Song, Hansen Chen

We introduce the arbitrary rectangle-range generalized elastic net penalty method, abbreviated to ARGEN, for performing constrained variable selection and regularization in high-dimensional sparse linear models.

Variable Selection

Some Developments in Clustering Analysis on Stochastic Processes

no code implementations5 Aug 2019 Qidi Peng, Nan Rao, Ran Zhao

We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes are ergodic and the dissimilarity measure satisfies the triangle inequality.

Clustering

Cluster Analysis on Locally Asymptotically Self-similar Processes with Known Number of Clusters

2 code implementations13 Apr 2018 Qidi Peng, Nan Rao, Ran Zhao

We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative.

Clustering

Covariance-based Dissimilarity Measures Applied to Clustering Wide-sense Stationary Ergodic Processes

1 code implementation27 Jan 2018 Qidi Peng, Nan Rao, Ran Zhao

We introduce a new unsupervised learning problem: clustering wide-sense stationary ergodic stochastic processes.

Clustering

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