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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

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Showing 2020Show all

5 papers · 1 filter

stat.ME2020★ 1 cited

A semi-parametric model for target localization in distributed systems

Rohit K. Patra, Moulinath Banerjee, George Michailidis

Distributed systems serve as a key technological infrastructure for monitoring diverse systems across space and time. Examples of their widespread applications include: precision a…

stat.ML2020★ 5 cited

Automatic Registration and Clustering of Time Series

Michael Weylandt, George Michailidis

Clustering of time series data exhibits a number of challenges not present in other settings, notably the problem of registration (alignment) of observed signals. Typical approache…

math.OC2020★ 8 cited

Adaptive First-and Zeroth-order Methods for Weakly Convex Stochastic Optimization Problems

Parvin Nazari, Davoud Ataee Tarzanagh, George Michailidis

In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization probl…

stat.ME2020★ 2 cited

B-CONCORD -- A scalable Bayesian high-dimensional precision matrix estimation procedure

Peyman Jalali, Kshitij Khare, George Michailidis

Sparse estimation of the precision matrix under high-dimensional scaling constitutes a canonical problem in statistics and machine learning. Numerous regression and likelihood base…

math.ST2020★ 1 cited

Online detection of local abrupt changes in high-dimensional Gaussian graphical models

Hossein Keshavarz, George Michailidis

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and…