Kung-Sik Chan

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 5

Top Topics

Random Sampling

Unscented Kalman Filter

Top Venues

Comput. Stat. Data Anal.

Trans. Mach. Learn. Res.

Publications

Qi Qi, Jiameng Lyu, Kung-Sik Chan, Er-Wei Bai, Tianbao Yang
Stochastic Constrained DRO with a Complexity Independent of Sample Size. Trans. Mach. Learn. Res. 2023 (2023)
Qi Qi, Jiameng Lyu, Kung-Sik Chan, Er-Wei Bai, Tianbao Yang
Stochastic Constrained DRO with a Complexity Independent of Sample Size. CoRR (2022)
Chao Wang, Kung-Sik Chan
carx: an R Package to Estimate Censored Autoregressive Time Series with Exogenous Covariates. R J. 9 (2) (2017)
Sen Xu, Kung-Sik Chan, Jun Gao, Xiufang Xu, Xianfeng Li, Xiaopeng Hua, Jing An
An integrated K-means - Laplacian cluster ensemble approach for document datasets. Neurocomputing 214 (2016)
Sen Xu, Kung-Sik Chan, Tian Zhou, Jun Gao, Xianfeng Li, Xiaopeng Hua
A novel cluster ensemble approach effected by subspace similarity. Intell. Data Anal. 20 (3) (2016)
Kwang Woo Ahn, Kung-Sik Chan
Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter. Comput. Stat. Data Anal. 69 (2014)
Paul Kump, Er-Wei Bai, Kung-Sik Chan, Bill Eichinger, Kang Li
Variable selection via RIVAL (removing irrelevant variables amidst Lasso iterations) and its application to nuclear material detection. Autom. 48 (9) (2012)
Kwang Woo Ahn, Kung-Sik Chan
Efficient Markov chain Monte Carlo with incomplete multinomial data. Stat. Comput. 20 (4) (2010)
Er-Wei Bai, Kung-Sik Chan, Colbin Erdahl
Identification of non-parametric FIR non-linear systems with low-degree interactive terms. IMA J. Math. Control. Inf. 26 (2) (2009)
Henghsiu Tsai, Kung-Sik Chan
A note on the non-negativity of continuous-time ARMA and GARCH processes. Stat. Comput. 19 (2) (2009)
Er-Wei Bai, Kung-Sik Chan
Identification of an additive nonlinear system and its applications in generalized Hammerstein models. Autom. 44 (2) (2008)