192 citations · 1.1k across the 46 of their papers we have counts for
Showing 2015 · math.STShow all
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math.ST2015★ 5 cited
Convex programming approach to robust estimation of a multivariate Gaussian model
Samuel Balmand, Arnak Dalalyan
Multivariate Gaussian is often used as a first approximation to the distribution of high-dimensional data. Determining the parameters of this distribution under various constraints…
math.ST2015★ 11 cited
On estimation of the diagonal elements of a sparse precision matrix
Samuel Balmand, Arnak S. Dalalyan
In this paper, we present several estimators of the diagonal elements of the inverse of the covariance matrix, called precision matrix, of a sample of iid random vectors. The focus…
math.ST2015
Discussion on the paper: Hypotheses testing by convex optimization by Goldenshluger, Juditsky and Nemirovski
Arnak S. Dalalyan
We briefly discuss some interesting questions related to the paper "Hypotheses testing by convex optimization" by Goldenshluger, Juditsky and Nemirovski.