| Publication | Date of Publication | Type |
|---|
Latent Multimodal Functional Graphical Model Estimation
Journal of the American Statistical Association | 2024-11-01 | Paper |
Joint Gaussian graphical model estimation: a survey
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
A fast temporal decomposition procedure for long-horizon nonlinear dynamic programming
Mathematics of Operations Research | 2024-06-27 | Paper |
Fully stochastic trust-region sequential quadratic programming for equality-constrained optimization problems
SIAM Journal on Optimization | 2024-06-25 | Paper |
High-dimensional functional graphical model structure learning via neighborhood selection approach
Electronic Journal of Statistics | 2024-03-25 | Paper |
High-dimensional functional graphical model structure learning via neighborhood selection approach
Electronic Journal of Statistics | 2024-03-25 | Paper |
Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
Mathematical Programming. Series A. Series B | 2023-10-23 | Paper |
An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians
Mathematical Programming. Series A. Series B | 2023-05-02 | Paper |
Provably training overparameterized neural network classifiers with non-convex constraints
Electronic Journal of Statistics | 2022-12-19 | Paper |
Provably training overparameterized neural network classifiers with non-convex constraints
Electronic Journal of Statistics | 2022-12-19 | Paper |
| On the Lasso for Graphical Continuous Lyapunov Models | 2022-08-29 | Paper |
Two-Sample Inference for High-Dimensional Markov Networks
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Inference for high-dimensional varying-coefficient quantile regression
Electronic Journal of Statistics | 2022-02-09 | Paper |
Inference for high-dimensional varying-coefficient quantile regression
Electronic Journal of Statistics | 2022-02-09 | Paper |
Estimating differential latent variable graphical models with applications to brain connectivity
Biometrika | 2022-01-18 | Paper |
| A Fast Temporal Decomposition Procedure for Long-horizon Nonlinear Dynamic Programming | 2021-07-24 | Paper |
High-dimensional index volatility models via Stein's identity
Bernoulli | 2021-07-09 | Paper |
Kernel meets sieve: post-regularization confidence bands for sparse additive model
Journal of the American Statistical Association | 2021-01-22 | Paper |
Provably Training Overparameterized Neural Network Classifiers with Non-convex Constraints
(available as arXiv preprint) | 2020-12-30 | Paper |
| Convergence Analysis of Accelerated Stochastic Gradient Descent under the Growth Condition | 2020-06-11 | Paper |
| High-dimensional varying index coefficient models via Stein's identity | 2020-02-07 | Paper |
High-dimensional varying index coefficient models via Stein's identity
(available as arXiv preprint) | 2020-02-07 | Paper |
Estimating Differential Latent Variable Graphical Models with Applications to Brain Connectivity
(available as arXiv preprint) | 2019-09-12 | Paper |
| Post-regularization inference for time-varying nonparanormal graphical models | 2018-11-22 | Paper |
Post-regularization inference for time-varying nonparanormal graphical models
(available as arXiv preprint) | 2018-11-22 | Paper |
ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
The Annals of Statistics | 2018-10-25 | Paper |
ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
The Annals of Statistics | 2018-10-25 | Paper |
Sketching meets random projection in the dual: a provable recovery algorithm for big and high-dimensional data
Electronic Journal of Statistics | 2018-01-12 | Paper |
Sketching meets random projection in the dual: a provable recovery algorithm for big and high-dimensional data
Electronic Journal of Statistics | 2018-01-12 | Paper |
Recovering block-structured activations using compressive measurements
Electronic Journal of Statistics | 2017-07-11 | Paper |
Recovering block-structured activations using compressive measurements
Electronic Journal of Statistics | 2017-07-11 | Paper |
Optimal Feature Selection in High-Dimensional Discriminant Analysis
IEEE Transactions on Information Theory | 2017-04-28 | Paper |
Discussion of ``Coauthorship and citation networks for statisticians
The Annals of Applied Statistics | 2017-02-24 | Paper |
Optimal variable selection in multi-group sparse discriminant analysis
Electronic Journal of Statistics | 2015-10-28 | Paper |
Optimal variable selection in multi-group sparse discriminant analysis
Electronic Journal of Statistics | 2015-10-28 | Paper |
| Graph estimation from multi-attribute data | 2014-12-08 | Paper |
Graph estimation from multi-attribute data
(available as arXiv preprint) | 2014-12-08 | Paper |
Berry-Esseen bounds for estimating undirected graphs
Electronic Journal of Statistics | 2014-09-05 | Paper |
Berry-Esseen bounds for estimating undirected graphs
Electronic Journal of Statistics | 2014-09-05 | Paper |
| Union support recovery in multi-task learning | 2014-02-03 | Paper |
Union support recovery in multi-task learning
(available as arXiv preprint) | 2014-02-03 | Paper |
Estimating networks with jumps
Electronic Journal of Statistics | 2013-05-28 | Paper |
Estimating networks with jumps
Electronic Journal of Statistics | 2013-05-28 | Paper |
Estimating time-varying networks
The Annals of Applied Statistics | 2010-06-23 | Paper |
