49 citations · 49 across the 2 of their papers we have counts for
2 papers
stat.ML2008★ 49 cited
High-dimensional covariance estimation by minimizing -penalized log-determinant divergence
Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti +1
Given i.i.d. observations of a random vector , we study the problem of estimating both its covariance matrix , and its inverse covariance or concentration…
q-bio.NC2008
Information In The Non-Stationary Case
Vincent Q. Vu, Bin Yu, Robert E. Kass
Information estimates such as the ``direct method'' of Strong et al. (1998) sidestep the difficult problem of estimating the joint distribution of response and stimulus by instead…