11 citations · 16 across the 2 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2015★ 5 cited
Convex programming approach to robust estimation of a multivariate Gaussian model
Samuel Balmand, Arnak Dalalyan
Multivariate Gaussian is often used as a first approximation to the distribution of high-dimensional data. Determining the parameters of this distribution under various constraints…
math.ST2015★ 11 cited
On estimation of the diagonal elements of a sparse precision matrix
Samuel Balmand, Arnak S. Dalalyan
In this paper, we present several estimators of the diagonal elements of the inverse of the covariance matrix, called precision matrix, of a sample of iid random vectors. The focus…