2 code implementations • 11 Dec 2020 • Michael Stephanou, Melvin Varughese
To treat the non-stationary setting, we introduce a novel, exponentially weighted estimator for the Spearman rank correlation, which allows the local nonparametric correlation of a bivariate data stream to be tracked.
1 code implementation • 17 Jul 2015 • Michael Stephanou, Melvin Varughese, Iain Macdonald
These algorithms go beyond existing sequential quantile estimation algorithms in that they allow arbitrary quantiles (as opposed to pre-specified quantiles) to be estimated at any point in time.
Data Summarization Sequential Distribution Function Estimation +1
1 code implementation • 5 Aug 2010 • Richard Kessler, Bruce Bassett, Pavel Belov, Vasudha Bhatnagar, Heather Campbell, Alex Conley, Joshua A. Frieman, Alexandre Glazov, Santiago Gonzalez-Gaitan, Renee Hlozek, Saurabh Jha, Stephen Kuhlmann, Martin Kunz, Hubert Lampeitl, Ashish Mahabal, James Newling, Robert C. Nichol, David Parkinson, Ninan Sajeeth Philip, Dovi Poznanski, Joseph W. Richards, Steven A. Rodney, Masao Sako, Donald P. Schneider, Mathew Smith, Maximilian Stritzinger, Melvin Varughese
A spectroscopically confirmed subset was provided for training.
Cosmology and Nongalactic Astrophysics