15 citations · 32 across the 24 of their papers we have counts for
4 papers · 1 filter
Estimating covariance and precision matrices along subspaces
Zeljko Kereta, Timo Klock
We study the accuracy of estimating the covariance and the precision matrix of a -variate sub-Gaussian distribution along a prescribed subspace or direction using the finite sam…
Computational approaches to non-convex, sparsity-inducing multi-penalty regularization
Zeljko Kereta, Johannes Maly, Valeriya Naumova
In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measur…
Monte Carlo wavelets: a randomized approach to frame discretization
Zeljko Kereta, Stefano Vigogna, Valeriya Naumova +2
In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using…
Nonlinear generalization of the monotone single index model
Zeljko Kereta, Timo Klock, Valeriya Naumova
Single index model is a powerful yet simple model, widely used in statistics, machine learning, and other scientific fields. It models the regression function as , where…