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math.ST2023
Learning Networks from Gaussian Graphical Models and Gaussian Free Fields
Subhro Ghosh, Soumendu Sundar Mukherjee, Hoang-Son Tran +1
We investigate the problem of estimating the structure of a weighted network from repeated measurements of a Gaussian Graphical Model (GGM) on the network. In this vein, we conside…
math.ST2019
Sparse Minimax Optimality of Bayes Predictive Density Estimates from Clustered Discrete Priors
Ujan Gangopadhyay, Gourab Mukherjee
We consider the problem of predictive density estimation under Kullback-Leibler loss in a high-dimensional Gaussian model with exact sparsity constraints on the location parameters…