Joint Estimation of Multiple Graphical Models from High Dimensional Time Series

1 November 2013

Papers citing "Joint Estimation of Multiple Graphical Models from High Dimensional Time Series"

10 / 10 papers shown

Title
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions P. Abry G. Didier Oliver Orejola H. Wendt 91 0 0 30 Jan 2025
Latent Multimodal Functional Graphical Model Estimation Katherine Tsai Boxin Zhao Oluwasanmi Koyejo Mladen Kolar 32 4 0 31 Oct 2022
Joint Gaussian Graphical Model Estimation: A Survey Katherine Tsai Oluwasanmi Koyejo Mladen Kolar CML 41 20 0 19 Oct 2021
Graphical models for nonstationary time series Sumanta Basu S. Subba Rao 85 6 0 17 Sep 2021
Online Structural Change-point Detection of High-dimensional Streaming Data via Dynamic Sparse Subspace Learning Ruiyu Xu Jianguo Wu Xiaowei Yue Yongxiang Li 30 8 0 24 Sep 2020
Dynamic Multivariate Functional Data Modeling via Sparse Subspace Learning Chen Zhang Hao Yan Seungho Lee Jianjun Shi 23 34 0 11 Apr 2018
Finding Differentially Covarying Needles in a Temporally Evolving Haystack: A Scan Statistics Perspective Ronak R. Mehta Hyunwoo J. Kim Shulei Wang Sterling C. Johnson Ming Yuan Vikas Singh 24 0 0 20 Nov 2017
A constrained L1 minimization approach for estimating multiple Sparse Gaussian or Nonparanormal Graphical Models Beilun Wang Ritambhara Singh Yanjun Qi 24 12 0 11 May 2016
A Direct Estimation of High Dimensional Stationary Vector Autoregressions Fang Han Huanran Lu Han Liu 68 120 0 01 Jul 2013
Time Varying Undirected Graphs Shuheng Zhou John D. Lafferty Larry A. Wasserman 119 240 0 20 Feb 2008