4 papers
Shrinkage Tuning Parameter Selection in Precision Matrices Estimation
Heng Lian
Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has be…
Stochastic adaptation of importance sampler
Heng Lian
Improving efficiency of importance sampler is at the center of research in Monte Carlo methods. While adaptive approach is usually difficult within the Markov Chain Monte Carlo fra…
Variational local structure estimation for image super-resolution
Heng Lian
Super-resolution is an important but difficult problem in image/video processing. If a video sequence or some training set other than the given low-resolution image is available, t…
Bayes and empirical Bayes changepoint problems
Heng Lian
We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming re…