activity
20062026
most citedRegularized estimation in sparse high-dimensional time series models

348 citations · 1.2k across the 81 of their papers we have counts for

collaborators
Showing 2010Show all

7 papers · 1 filter

stat.AP2010★ 7 cited

Optimal experiment design in a filtering context with application to sampled network data

Harsh Singhal, George Michailidis

We examine the problem of optimal design in the context of filtering multiple random walks. Specifically, we define the steady state E-optimal design criterion and show that the un…

stat.ME2010

Threshold estimation based on a P-value framework

Bodhisattva Sen, Moulinath Banerjee, George Michialidis

We use p-values as a discrepancy criterion for identifying the threshold value at which a regression function takes off from its baseline value -- a problem that is motivated by ap…

stat.ML2010★ 2 cited

Discovering Graphical Granger Causality Using the Truncating Lasso Penalty

Ali Shojaie, George Michailidis

Components of biological systems interact with each other in order to carry out vital cell functions. Such information can be used to improve estimation and inference, and to obtai…

stat.AP2010★ 4 cited

Network-wide Statistical Modeling and Prediction of Computer Traffic

Joel Vaughan, Stilian A. Stoev, George Michailidis

In order to maintain consistent quality of service, computer network engineers face the task of monitoring the traffic fluctuations on the individual links making up the network. H…

stat.ME2010

On the estimation of the extremal index based on scaling and resampling

Kamal Hamidieh, Stilian A. Stoev, George Michailidis

The extremal index parameter theta characterizes the degree of local dependence in the extremes of a stationary time series and has important applications in a number of areas, suc…

cs.NI2010★ 2 cited

Global Modeling and Prediction of Computer Network Traffic

Stilian A. Stoev, George Michailidis, Joel Vaughan

We develop a probabilistic framework for global modeling of the traffic over a computer network. This model integrates existing single-link (-flow) traffic models with the routing…