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stat.ME2025
Confidence set for mixture order selection
Alessandro Casa, Davide Ferrari
A fundamental challenge in approximating an unknown density using finite Gaussian mixture models is selecting the number of mixture components, also known as order. Traditional app…
stat.ME2024
High-dimensional Covariance Estimation by Pairwise Likelihood Truncation
Alessandro Casa, Davide Ferrari, Zhendong Huang
Pairwise likelihood is a useful approximation to the full likelihood function for covariance estimation in high-dimensional context. It simplifies high-dimensional dependencies by…