19 citations · 20 across the 5 of their papers we have counts for
5 papers
High-Dimensional Sequential Change Detection
Robert Malinas, Dogyoon Song, Benjamin D. Robinson +1
We address the problem of detecting a change in the distribution of a high-dimensional multivariate normal time series. Assuming that the post-change parameters are unknown and est…
Community Detection in High-Dimensional Graph Ensembles
Robert Malinas, Dogyoon Song, Alfred O. Hero
Detecting communities in high-dimensional graphs can be achieved by applying random matrix theory where the adjacency matrix of the graph is modeled by a Stochastic Block Model (SB…
An Improvement on the Hotelling Test Using the Ledoit-Wolf Nonlinear Shrinkage Estimator
Benjamin D. Robinson, Robert Malinas, Van Latimer +2
Hotelling's test is a classical approach for discriminating the means of two multivariate normal samples that share a population covariance matrix. Hotelling's test is not id…
High-Dimensional Covariance Shrinkage for Signal Detection
Benjamin D. Robinson, Robert Malinas, Alfred O. Hero
In this paper, we consider the problem of determining the presence of a given signal in a high-dimensional observation with unknown covariance matrix by using an adaptive matched f…
Space-Time Adaptive Detection at Low Sample Support
Benjamin D. Robinson, Robert Malinas, Alfred O. Hero
An important problem in space-time adaptive detection is the estimation of the large p-by-p interference covariance matrix from training signals. When the number of training signal…