13 citations · 28 across the 14 of their papers we have counts for
3 papers · 1 filter
Towards a sparse, scalable, and stably positive definite (inverse) covariance estimator
Sang-Yun Oh, Bala Rajaratnam, Joong-Ho Won
High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research…
High-dimensional Fused Lasso Regression using Majorization-Minimization and Parallel Processing
Donghyeon Yu, Joong-Ho Won, Taehoon Lee +2
In this paper, we propose a majorization-minimization (MM) algorithm for high-dimensional fused lasso regression (FLR) suitable for parallelization using graphics processing units…
Monotone false discovery rate
Joong-Ho Won, Johan Lim, Donghyeon Yu +2
This paper proposes a procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotoniz…