Search Results for author: Melvin Varughese

Found 3 papers, 3 papers with code

Sequential estimation of Spearman rank correlation using Hermite series estimators

2 code implementations11 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.

Clustering Data Summarization +2

Sequential Quantiles via Hermite Series Density Estimation

1 code implementation17 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

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