Efficient Computation of Higher-Order Cumulant Tensors
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Publication:3176295
DOI10.1137/17M1149365zbMath1398.65371arXiv1701.05420WikidataQ62582388 ScholiaQ62582388MaRDI QIDQ3176295
Piotr Gawron, Krzysztof Domino, Łukasz Pawela
Publication date: 19 July 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.05420
Related Items (4)
Multivariate cumulants in outlier detection for financial data analysis ⋮ On non-linear dependence of multivariate subordinated Lévy processes ⋮ Estimating Higher-Order Moments Using Symmetric Tensor Decomposition ⋮ An algorithm for arbitrary-order cumulant tensor calculation in a sliding window of data streams
Uses Software
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