51 citations · 127 across the 23 of their papers we have counts for
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Stationary Geometric Graphical Model Selection
Ilya Soloveychik, Vahid Tarokh
We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded int…
Region Detection in Markov Random Fields: Gaussian Case
Ilya Soloveychik, Vahid Tarokh
We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. The benchmark information-theoretic results in the case of d-regular graphs r…
Joint Inverse Covariances Estimation with Mutual Linear Structure
Ilya Soloveychik, Ami Wiesel
We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same…
Tyler's Covariance Matrix Estimator in Elliptical Models with Convex Structure
Ilya Soloveychik, Ami Wiesel
We address structured covariance estimation in elliptical distributions by assuming that the covariance is a priori known to belong to a given convex set, e.g., the set of Toeplitz…
Group Symmetry and non-Gaussian Covariance Estimation
Ilya Soloveychik, Ami Wiesel
We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian di…