M. Wainwright

activity

20042008

most citedHigh-Dimensional Graphical Model Selection Using

ℓ_{1}

-Regularized Logistic Regression

62 citations · 226 across the 13 of their papers we have counts for

collaborators

Showing 2008 · stat.MLShow all

2 papers · 2 filters

stat.ML2008★ 49 cited

High-dimensional covariance estimation by minimizing $ℓ_{1}$ -penalized log-determinant divergence

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti +1

Given i.i.d. observations of a random vector $X \in R^{p}$ , we study the problem of estimating both its covariance matrix $Σ^{*}$ , and its inverse covariance or concentration…

stat.ML2008★ 13 cited

High-dimensional subset recovery in noise: Sparsified measurements without loss of statistical efficiency

Dapo Omidiran, Martin J. Wainwright

We consider the problem of estimating the support of a vector $β^{*} \in R^{p}$ based on observations contaminated by noise. A significant body of work has studied behavior…

High-dimensional covariance estimation by minimizing ℓ1​-penalized log-determinant divergence

High-dimensional subset recovery in noise: Sparsified measurements without loss of statistical efficiency

High-dimensional covariance estimation by minimizing $ℓ_{1}$ -penalized log-determinant divergence