540 citations · 1.2k across the 38 of their papers we have counts for
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Inference in Kingman's Coalescent with Particle Markov Chain Monte Carlo Method
Yifei Chen, Xiaohui Xie
We propose a new algorithm to do posterior sampling of Kingman's coalescent, based upon the Particle Markov Chain Monte Carlo methodology. Specifically, the algorithm is an instant…
Efficient Latent Variable Graphical Model Selection via Split Bregman Method
Gui-Bo Ye, Yuanfeng Wang, Yifei Chen +1
We consider the problem of covariance matrix estimation in the presence of latent variables. Under suitable conditions, it is possible to learn the marginal covariance matrix of th…
Split Bregman Method for Sparse Inverse Covariance Estimation with Matrix Iteration Acceleration
Gui-Bo Ye, Jian-Feng Cai, Xiaohui Xie
We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We…
Learning sparse gradients for variable selection and dimension reduction
Gui-Bo Ye, Xiaohui Xie
Variable selection and dimension reduction are two commonly adopted approaches for high-dimensional data analysis, but have traditionally been treated separately. Here we propose a…