2 citations · 2 across the 6 of their papers we have counts for
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stat.CO2024
Unifying Sparse Estimation of Precision and Covariance Matrices
Aramayis Dallakyan, Mohsen Pourahmadi
Penalized maximum likelihood is a widely used approach to estimate a sparse precision or a sparse covariance matrix. A zero in the precision matrix encodes a conditional independen…
stat.CO2023
On Learning Time Series Summary DAGs: A Frequency Domain Approach
Aramayis Dallakyan
The fields of time series and graphical models emerged and advanced separately. Previous work on the structure learning of continuous and real-valued time series utilizes the time…
stat.CO2021
Time Series Graphical Lasso and Sparse VAR Estimation
Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi
We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time seri…