activity
20082026
most citedSparse estimation of large covariance matrices via a nested Lasso penalty

154 citations · 196 across the 15 of their papers we have counts for

collaborators

15 papers

stat.ME2026

Nonparametric estimation of time-varying network connections by multi-stage smoothing

Jeonghwan Lee, Tianxi Li, Adam J. Rothman

We consider the problem of estimating the underlying edge probabilities of a time-varying network observed at multiple time points. The probability structure is represented by a ti…

stat.ME2024

Subspace decompositions for association structure learning in multivariate categorical response regression

Hongru Zhao, Aaron J. Molstad, Adam J. Rothman

Modeling the complex relationships between multiple categorical response variables as a function of predictors is a fundamental task in the analysis of categorical data. However, e…

stat.ME2024

Sparse Multivariate Linear Regression with Strongly Associated Response Variables

Daeyoung Ham, Bradley S. Price, Adam J. Rothman

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covari…

stat.ME2024

A Bayesian Generalized Bridge Regression Approach to Covariance Estimation in the Presence of Covariates

Christina Zhao, Ding Xiang, Galin L. Jones +1

A hierarchical Bayesian approach that permits simultaneous inference for the regression coefficient matrix and the error precision (inverse covariance) matrix in the multivariate l…

stat.ME2023

Fitted value shrinkage

Daeyoung Ham, Adam J. Rothman

We propose a penalized least-squares method to fit the linear regression model with fitted values that are invariant to invertible linear transformations of the design matrix. This…

stat.ME2020

A likelihood-based approach for multivariate categorical response regression in high dimensions

Aaron J. Molstad, Adam J. Rothman

We propose a penalized likelihood method to fit the bivariate categorical response regression model. Our method allows practitioners to estimate which predictors are irrelevant, wh…