68 citations · 353 across the 57 of their papers we have counts for
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stat.ME2017
Compressed Covariance Estimation With Automated Dimension Learning
Gautam Sabnis, Debdeep Pati, Anirban Bhattacharya
We propose a method for estimating a covariance matrix that can be represented as a sum of a low-rank matrix and a diagonal matrix. The proposed method compresses high-dimensional…
stat.ME2017★ 5 cited
Empirical Bayes, SURE and Sparse Normal Mean Models
Xianyang Zhang, Anirban Bhattacharya
This paper studies the sparse normal mean models under the empirical Bayes framework. We focus on the mixture priors with an atom at zero and a density component centered at a data…