8 citations · 12 across the 2 of their papers we have counts for
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stat.ME2021★ 4 cited
A Survey of Estimation Methods for Sparse High-dimensional Time Series Models
Sumanta Basu, David S. Matteson
High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network…
stat.ME2018
Low Rank and Structured Modeling of High-dimensional Vector Autoregressions
Sumanta Basu, Xianqi Li, George Michailidis
Network modeling of high-dimensional time series data is a key learning task due to its widespread use in a number of application areas, including macroeconomics, finance and neuro…
stat.ME2018
Large Spectral Density Matrix Estimation by Thresholding
Yiming Sun, Yige Li, Amy Kuceyeski +1
Spectral density matrix estimation of multivariate time series is a classical problem in time series and signal processing. In modern neuroscience, spectral density based metrics a…