226 citations · 1.9k across the 128 of their papers we have counts for
4 papers · 1 filter
Positive definite matrices and the S-divergence
Suvrit Sra
Positive definite matrices abound in a dazzling variety of applications. This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form…
Nonconvex proximal splitting: batch and incremental algorithms
Suvrit Sra
Within the unmanageably large class of nonconvex optimization, we consider the rich subclass of nonsmooth problems that have composite objectives---this already includes the extens…
Sparse Inverse Covariance Estimation via an Adaptive Gradient-Based Method
Suvrit Sra, Dongmin Kim
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key componen…
The Multivariate Watson Distribution: Maximum-Likelihood Estimation and other Aspects
Suvrit Sra, Dmitrii Karp
This paper studies fundamental aspects of modelling data using multivariate Watson distributions. Although these distributions are natural for modelling axially symmetric data (i.e…