885 citations · 3.5k across the 45 of their papers we have counts for
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Fitting Tractable Convex Sets to Support Function Evaluations
Yong Sheng Soh, Venkat Chandrasekaran
The geometric problem of estimating an unknown compact convex set from evaluations of its support function arises in a range of scientific and engineering applications. Traditional…
High-Dimensional Change-Point Estimation: Combining Filtering with Convex Optimization
Yong Sheng Soh, Venkat Chandrasekaran
We consider change-point estimation in a sequence of high-dimensional signals given noisy observations. Classical approaches to this problem such as the filtered derivative method…
Computational and Statistical Tradeoffs via Convex Relaxation
Venkat Chandrasekaran, Michael I. Jordan
In modern data analysis, one is frequently faced with statistical inference problems involving massive datasets. Processing such large datasets is usually viewed as a substantial c…
Group Symmetry and Covariance Regularization
Parikshit Shah, Venkat Chandrasekaran
Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyc…
Latent variable graphical model selection via convex optimization
Venkat Chandrasekaran, Pablo A. Parrilo, Alan S. Willsky
Suppose we observe samples of a subset of a collection of random variables. No additional information is provided about the number of latent variables, nor of the relationship betw…