348 citations · 1.2k across the 81 of their papers we have counts for
Showing 2022 · stat.MEShow all
2 papers · 2 filters
stat.ME2022
Low Tree-Rank Bayesian Vector Autoregression Model
Leo L. Duan, Zeyu Yuwen, George Michailidis +1
Vector autoregression has been widely used for modeling and analysis of multivariate time series data. In high-dimensional settings, model parameter regularization schemes inducing…
stat.ME2022
A generalized likelihood based Bayesian approach for scalable joint regression and covariance selection in high dimensions
Srijata Samanta, Kshitij Khare, George Michailidis
The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression m…