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stat.ME2021
Estimation of Constrained Mean-Covariance of Normal Distributions
Anupam Kundu, Mohsen Pourahmadi
Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the varian…
stat.CO2021
Time Series Graphical Lasso and Sparse VAR Estimation
Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi
We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time seri…
stat.ML2021
Learning Bayesian Networks through Birkhoff Polytope: A Relaxation Method
Aramayis Dallakyan, Mohsen Pourahmadi
We establish a novel framework for learning a directed acyclic graph (DAG) when data are generated from a Gaussian, linear structural equation model. It consists of two parts: (1)…