Browsing Journal Articles by Author "Chakrabarti, Arnab"
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Sparsistent filtering of comovement networks from high-dimensional data
Chakrabarti, Arnab; Chakrabarti, Anindya S. (Elsevier, 2022-11-09)Network filtering is a technique to isolate core subnetworks of large and complex interconnected systems, which has recently found many applications in financial, biological, physical and technological networks among others. ...