37 citations · 188 across the 16 of their papers we have counts for
Showing stat.COShow all
2 papers · 1 filter
stat.CO2020★ 4 cited
High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood
Kimmo Suotsalo, Yingying Xu, Jukka Corander +1
Learning vector autoregressive models from multivariate time series is conventionally approached through least squares or maximum likelihood estimation. These methods typically ass…
stat.CO2019★ 9 cited
High-dimensional structure learning of binary pairwise Markov networks: A comparative numerical study
Johan Pensar, Yingying Xu, Santeri Puranen +3
Learning the undirected graph structure of a Markov network from data is a problem that has received a lot of attention during the last few decades. As a result of the general appl…