316 citations · 661 across the 65 of their papers we have counts for
5 papers · 1 filter
Finite sample rates of convergence for the Bigraphical and Tensor graphical Lasso estimators
Shuheng Zhou, Kristjan Greenewald
Many modern datasets exhibit dependencies among observations as well as variables. A decade ago, Kalaitzis et. al. (2013) proposed the Bigraphical Lasso, an estimator for precision…
-Variance: A Clustered Notion of Variance
Justin Solomon, Kristjan Greenewald, Haikady N. Nagaraja
We introduce -variance, a generalization of variance built on the machinery of random bipartite matchings. -variance measures the expected cost of matching two sets of sa…
Gaussian-Smooth Optimal Transport: Metric Structure and Statistical Efficiency
Ziv Goldfeld, Kristjan Greenewald
Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasser…
Convergence of Smoothed Empirical Measures with Applications to Entropy Estimation
Ziv Goldfeld, Kristjan Greenewald, Yury Polyanskiy +1
This paper studies convergence of empirical measures smoothed by a Gaussian kernel. Specifically, consider approximating , for $\mathcal{N}_σ\triangleq\mathcal{…
Estimating Differential Entropy under Gaussian Convolutions
Ziv Goldfeld, Kristjan Greenewald, Yury Polyanskiy
This paper studies the problem of estimating the differential entropy , where and are independent -dimensional random variables with $Z\sim\mathcal{N}(0,σ^2 \mat…