Identification of an additive nonlinear system and its applications in generalized Hammerstein models. - Er-Wei Bai; Kung-Sik Chan (Autom., 2008)

Identification of non-parametric FIR non-linear systems with low-degree interactive terms. - Er-Wei Bai; Kung-Sik Chan; Colbin Erdahl (IMA J. Math. Control. Inf., 2009)

A note on the non-negativity of continuous-time ARMA and GARCH processes. - Henghsiu Tsai; Kung-Sik Chan (Stat. Comput., 2009)

Efficient Markov chain Monte Carlo with incomplete multinomial data. - Kwang Woo Ahn; Kung-Sik Chan (Stat. Comput., 2010)

Variable selection via RIVAL (removing irrelevant variables amidst Lasso iterations) and its application to nuclear material detection. - Paul Kump; Er-Wei Bai; Kung-Sik Chan; Bill Eichinger; Kang Li 002 (Autom., 2012)

Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter. - Kwang Woo Ahn; Kung-Sik Chan (Comput. Stat. Data Anal., 2014)

A novel cluster ensemble approach effected by subspace similarity. - Sen Xu; Kung-Sik Chan; Tian Zhou 002; Jun Gao; Xianfeng Li; Xiaopeng Hua (Intell. Data Anal., 2016)

An integrated K-means - Laplacian cluster ensemble approach for document datasets. - Sen Xu; Kung-Sik Chan; Jun Gao; Xiufang Xu; Xianfeng Li; Xiaopeng Hua; Jing An 002 (Neurocomputing, 2016)

carx: an R Package to Estimate Censored Autoregressive Time Series with Exogenous Covariates. - Chao Wang; Kung-Sik Chan (R J., 2017)

Stochastic Constrained DRO with a Complexity Independent of Sample Size. - Qi Qi 006; Jiameng Lyu; Kung-Sik Chan; Er-Wei Bai; Tianbao Yang (Trans. Mach. Learn. Res., 2023)

Conformal Multi-Target Hyperrectangles. - Max Sampson; Kung-Sik Chan (Stat. Anal. Data Min., 2024)