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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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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…