2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.CO2024
An Alternative Graphical Lasso Algorithm for Precision Matrices
Aramayis Dallakyan, Mohsen Pourahmadi
The Graphical Lasso (GLasso) algorithm is fast and widely used for estimating sparse precision matrices (Friedman et al., 2008). Its central role in the literature of high-dimensio…
math.PR2015★ 2 cited
The intersection of past and future for multivariate stationary processes
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi
We consider an intersection of past and future property of multivariate stationary processes which is the key to deriving various representation theorems for their linear predictor…