203 citations · 260 across the 10 of their papers we have counts for
3 papers · 1 filter
Wasserstein -tests and Confidence Bands for the Frèchet Regression of Density Response Curves
Alexander Petersen, Xi Liu, Afshin A. Divani
Data consisting of samples of probability density functions are increasingly prevalent, necessitating the development of methodologies for their analysis that respect the inherent…
Partial Separability and Functional Graphical Models for Multivariate Gaussian Processes
Javier Zapata, Sang-Yun Oh, Alexander Petersen
The covariance structure of multivariate functional data can be highly complex, especially if the multivariate dimension is large, making extensions of statistical methods for stan…
Distributionally Robust Formulation and Model Selection for the Graphical Lasso
Pedro Cisneros-Velarde, Sang-Yun Oh, Alexander Petersen
Building on a recent framework for distributionally robust optimization, we consider estimation of the inverse covariance matrix for multivariate data. We provide a novel notion of…