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stat.ML2022
Adaptive Estimation of Graphical Models under Total Positivity
Jiaxi Ying, José Vinícius de M. Cardoso, Daniel P. Palomar
We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the e…
eess.SP2022★ 1 cited
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution
Xiwen Wang, Rui Zhou, Jiaxi Ying +1
Since Markowitz's mean-variance framework, optimizing a portfolio that maximizes the profit and minimizes the risk has been ubiquitous in the financial industry. Initially, profit…