118 citations · 689 across the 53 of their papers we have counts for
Showing 2016 · stat.MEShow all
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stat.ME2016★ 5 cited
A convex framework for high-dimensional sparse Cholesky based covariance estimation
Kshitij Khare, Sang Oh, Syed Rahman +1
Covariance estimation for high-dimensional datasets is a fundamental problem in modern day statistics with numerous applications. In these high dimensional datasets, the number of…
stat.ME2016★ 7 cited
Generalized Pseudolikelihood Methods for Inverse Covariance Estimation
Alnur Ali, Kshitij Khare, Sang-Yun Oh +1
We introduce PseudoNet, a new pseudolikelihood-based estimator of the inverse covariance matrix, that has a number of useful statistical and computational properties. We show, thro…