7 citations · 17 across the 8 of their papers we have counts for
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stat.ML2014
Graphical LASSO Based Model Selection for Time Series
Alexander Jung, Gabor Hannak, Norbert Görtz
We propose a novel graphical model selection (GMS) scheme for high-dimensional stationary time series or discrete time process. The method is based on a natural generalization of t…
math.ST2014★ 2 cited
On the Information-theoretic Limits of Graphical Model Selection for Gaussian Time Series
Gabor Hannak, Alexander Jung, Norbert Goertz
We consider the problem of inferring the conditional independence graph (CIG) of a multivariate stationary dicrete-time Gaussian random process based on a finite length observation…