Kung-Sik Chan

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2026 J jnl
Highest Probability Density Conformal Regions.
J. Comput. Graph. Stat.
Max Sampson, Kung-Sik Chan
2024 J jnl
Conformal Multi-Target Hyperrectangles.
Stat. Anal. Data Min.
Max Sampson, Kung-Sik Chan
2023 J jnl
Stochastic Constrained DRO with a Complexity Independent of Sample Size.
Trans. Mach. Learn. Res.
Qi Qi, Jiameng Lyu, Kung-Sik Chan, Er-Wei Bai, Tianbao Yang
2022 J jnl
Stochastic Constrained DRO with a Complexity Independent of Sample Size.
CoRR
Qi Qi, Jiameng Lyu, Kung-Sik Chan, Er-Wei Bai, Tianbao Yang
2017 J jnl
carx: an R Package to Estimate Censored Autoregressive Time Series with Exogenous Covariates.
R J.
Chao Wang, Kung-Sik Chan
2016 J jnl
A novel cluster ensemble approach effected by subspace similarity.
Intell. Data Anal.
Sen Xu, Kung-Sik Chan, Tian Zhou, Jun Gao, Xianfeng Li, Xiaopeng Hua
2016 J jnl
An integrated K-means - Laplacian cluster ensemble approach for document datasets.
Neurocomputing
Sen Xu, Kung-Sik Chan, Jun Gao, Xiufang Xu, Xianfeng Li, Xiaopeng Hua, Jing An
2014 J jnl
Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter.
Comput. Stat. Data Anal.
Kwang Woo Ahn, Kung-Sik Chan
2012 J jnl
Variable selection via RIVAL (removing irrelevant variables amidst Lasso iterations) and its application to nuclear material detection.
Autom.
Paul Kump, Er-Wei Bai, Kung-Sik Chan, Bill Eichinger, Kang Li
2010 J jnl
Efficient Markov chain Monte Carlo with incomplete multinomial data.
Stat. Comput.
Kwang Woo Ahn, Kung-Sik Chan
2009 J jnl
A note on the non-negativity of continuous-time ARMA and GARCH processes.
Stat. Comput.
Henghsiu Tsai, Kung-Sik Chan
2009 J jnl
Identification of non-parametric FIR non-linear systems with low-degree interactive terms.
IMA J. Math. Control. Inf.
Er-Wei Bai, Kung-Sik Chan, Colbin Erdahl
2008 J jnl
Identification of an additive nonlinear system and its applications in generalized Hammerstein models.
Autom.
Er-Wei Bai, Kung-Sik Chan