1.3k citations · 2.1k across the 14 of their papers we have counts for
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stat.ME2019★ 45 cited
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…
stat.ML2019★ 3 cited
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…