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20212025
most citedOn Sparse High-Dimensional Graphical Model Learning For Dependent Time Series

16 citations · 40 across the 10 of their papers we have counts for

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10 papers

stat.ML2025★ 2 cited

On Conditional Independence Graph Learning From Multi-Attribute Gaussian Dependent Time Series

Jitendra K. Tugnait

Estimation of the conditional independence graph (CIG) of high-dimensional multivariate Gaussian time series from multi-attribute data is considered. Existing methods for graph est…

stat.ML2025

Learning Conditional Independence Differential Graphs From Time-Dependent Data

Jitendra K Tugnait

Estimation of differences in conditional independence graphs (CIGs) of two time series Gaussian graphical models (TSGGMs) is investigated where the two TSGGMs are known to have sim…

stat.ML2025

Multi-Attribute Graph Estimation with Sparse-Group Non-Convex Penalties

Jitendra K Tugnait

We consider the problem of inferring the conditional independence graph (CIG) of high-dimensional Gaussian vectors from multi-attribute data. Most existing methods for graph estima…

stat.ML2025★ 2 cited

Learning Multi-Attribute Differential Graphs with Non-Convex Penalties

Jitendra K Tugnait

We consider the problem of estimating differences in two multi-attribute Gaussian graphical models (GGMs) which are known to have similar structure, using a penalized D-trace loss…

stat.ML2024

Learning Sparse High-Dimensional Matrix-Valued Graphical Models From Dependent Data

Jitendra K Tugnait

We consider the problem of inferring the conditional independence graph (CIG) of a sparse, high-dimensional, stationary matrix-variate Gaussian time series. All past work on high-d…

stat.ML2023★ 6 cited

Learning High-Dimensional Differential Graphs From Multi-Attribute Data

Jitendra K Tugnait

We consider the problem of estimating differences in two Gaussian graphical models (GGMs) which are known to have similar structure. The GGM structure is encoded in its precision (…

stat.ML2022

Graph Learning from Multivariate Dependent Time Series via a Multi-Attribute Formulation

Jitendra K Tugnait

We consider the problem of inferring the conditional independence graph (CIG) of a high-dimensional stationary multivariate Gaussian time series. In a time series graph, each compo…

stat.ML2022

Sparse-Group Log-Sum Penalized Graphical Model Learning For Time Series

Jitendra K Tugnait

We consider the problem of inferring the conditional independence graph (CIG) of a high-dimensional stationary multivariate Gaussian time series. A sparse-group lasso based frequen…

stat.ML2021★ 14 cited

Sparse Graph Learning Under Laplacian-Related Constraints

Jitendra K. Tugnait

We consider the problem of learning a sparse undirected graph underlying a given set of multivariate data. We focus on graph Laplacian-related constraints on the sparse precision m…

eess.SP2021★ 16 cited

On Sparse High-Dimensional Graphical Model Learning For Dependent Time Series

Jitendra K. Tugnait

We consider the problem of inferring the conditional independence graph (CIG) of a sparse, high-dimensional stationary multivariate Gaussian time series. A sparse-group lasso-based…