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

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Showing 2021Show all

11 papers · 1 filter

stat.AP2021★ 5 cited

Hybrid Modeling of Regional COVID-19 Transmission Dynamics in the U.S

Yue Bai, Abolfazl Safikhani, George Michailidis

The fast transmission rate of COVID-19 worldwide has made this virus the most important challenge of year 2020. Many mitigation policies have been imposed by the governments at dif…

stat.ML2021★ 1 cited

Joint Learning of Linear Time-Invariant Dynamical Systems

Aditya Modi, Mohamad Kazem Shirani Faradonbeh, Ambuj Tewari +1

Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant li…

stat.ME2021★ 2 cited

A General Modeling Framework for Network Autoregressive Processes

Hang Yin, Abolfazl Safikhani, George Michailidis

The paper develops a general flexible framework for Network Autoregressive Processes (NAR), wherein the response of each node linearly depends on its past values, a prespecified li…

math.ST2021

High Dimensional Logistic Regression Under Network Dependence

Somabha Mukherjee, Ziang Niu, Sagnik Halder +2

Logistic regression is key method for modeling the probability of a binary outcome based on a collection of covariates. However, the classical formulation of logistic regression re…

stat.ME2021★ 1 cited

Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models

Peiliang Bai, Abolfazl Safikhani, George Michailidis

We study the problem of detecting and locating change points in high-dimensional Vector Autoregressive (VAR) models, whose transition matrices exhibit low rank plus sparse structur…

stat.ME2021★ 2 cited

A Fast Detection Method of Break Points in Effective Connectivity Networks

Peiliang Bai, Abolfazl Safikhani, George Michailidis

There is increasing interest in identifying changes in the underlying states of brain networks. The availability of large scale neuroimaging data creates a strong need to develop f…