2 papers
stat.ME2026
Tensor Covariance Estimation via Kronecker-Structured Sparse Inverse Cholesky
Wentao Zhan, Matthias Katzfuss
High-dimensional multi-way (tensor) data pose significant challenges for covariance estimation due to the curse of dimensionality. We introduce a unified framework for scalable est…
stat.ML2024
Neural networks for geospatial data
Wentao Zhan, Abhirup Datta
Analysis of geospatial data has traditionally been model-based, with a mean model, customarily specified as a linear regression on the covariates, and a covariance model, encoding…