5 papers
Estimation of multiple precision matrices under shared support with heterogeneous edge strengths
Sayan Ranjan Bhowal, Debashis Paul, Gopal K Basak +1
Estimating multiple precision matrices in high-dimension presents significant challenges, particularly when distinct datasets share a common conditional dependency structure but ex…
LSD of the Commutator of two data Matrices
Javed Hazarika, Debashis Paul
We study the spectral properties of a class of random matrices of the form where , 's are independent $p\times n…
LSD of sample covariances of superposition of matrices with separable covariance structure
Javed Hazarika, Debashis Paul
We study the asymptotic behavior of the spectra of matrices of the form where , where , $K \in…
Statistical inference using debiased group graphical lasso for multiple sparse precision matrices
Sayan Ranjan Bhowal, Debashis Paul, Gopal K Basak +1
Debiasing group graphical lasso estimates enables statistical inference when multiple Gaussian graphical models share a common sparsity pattern. We analyze the estimation propertie…
Limiting Spectral Distribution of a Random Commutator Matrix
Javed Hazarika, Debashis Paul
We study the spectral properties of a class of random matrices of the form where , for , 's are independent…