output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2012 · stat.MEShow all

2 papers · 2 filters

stat.ME2012

Advanced MCMC Methods for Sampling on Diffusion Pathspace

Alexandros Beskos, Konstantinos Kalogeropoulos, Erik Pazos

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We stud…

stat.ME2012

Rejoinder to "Feature Matching in Time Series Modeling"

Yingcun Xia, Howell Tong

Rejoinder to "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]