Search Results for author: Somnath Chakraborty

Found 2 papers, 0 papers with code

Lag selection and estimation of stable parameters for multiple autoregressive processes through convex programming

no code implementations3 Mar 2023 Somnath Chakraborty, Johannes Lederer, Rainer von Sachs

We prove that the estimated process is stable, and we establish rates for the forecasting error that can outmatch the known rate in our setting.

Time Series Time Series Analysis

Learning Mixtures of Spherical Gaussians via Fourier Analysis

no code implementations13 Apr 2020 Somnath Chakraborty, Hariharan Narayanan

Suppose that we are given independent, identically distributed samples $x_l$ from a mixture $\mu$ of no more than $k$ of $d$-dimensional spherical gaussian distributions $\mu_i$ with variance $1$, such that the minimum $\ell_2$ distance between two distinct centers $y_l$ and $y_j$ is greater than $\sqrt{d} \Delta$ for some $c \leq \Delta $, where $c\in (0, 1)$ is a small positive universal constant.

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