307 citations · 693 across the 70 of their papers we have counts for
4 papers · 1 filter
Computing the degrees of freedom of rank-regularized estimators and cousins
Rahul Mazumder, Haolei Weng
Estimating a low rank matrix from its linear measurements is a problem of central importance in contemporary statistical analysis. The choice of tuning parameters for estimators re…
Scalable Computation of Regularized Precision Matrices via Stochastic Optimization
Yves F. Atchadé, Rahul Mazumder, Jie Chen
We consider the problem of computing a positive definite inverse covariance matrix aka precision matrix which optimizes a regularized Gaussian maximum lik…
A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives
Robert M. Freund, Paul Grigas, Rahul Mazumder
In this paper we analyze boosting algorithms in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting a…
Projected likelihood contrasts for testing homogeneity in finite mixture models with nuisance parameters
Debapriya Sengupta, Rahul Mazumder
This paper develops a test for homogeneity in finite mixture models where the mixing proportions are known a priori (taken to be 0.5) and a common nuisance parameter is present. St…