Bala Rajaratnam

Available identifiers

zbMath Open rajaratnam.balaMaRDI QIDQ282888

List of research outcomes

Publication	Date of Publication	Type
A Unified Framework for Correlation Mining in Ultra-High Dimension	2024-03-14	Paper
Pseudo-likelihood Estimators for Graphical Models: Existence and Uniqueness	2023-11-26	Paper
The Khinchin-Kahane and Lévy inequalities for abelian metric groups, and transfer from normed (abelian semi)groups to Banach spaces	2023-08-29	Paper
Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods	2022-03-28	Paper
Influence Diagnostics for High-Dimensional Lasso Regression	2022-03-28	Paper
Differential calculus on the space of countable labelled graphs	2020-12-17	Paper
Probability inequalities and tail estimates for metric semigroups	2020-07-27	Paper
On the Letac-Massam conjecture and existence of high dimensional Bayes estimators for graphical models	2020-02-05	Paper
A theoretical study of Stein's covariance estimator	2019-06-24	Paper
Sparse Gaussian graphical model estimation via alternating minimization	2019-06-24	Paper
A Convex Pseudolikelihood Framework for High Dimensional Partial Correlation Estimation with Convergence Guarantees	2019-06-12	Paper
Condition-Number-Regularized Covariance Estimation	2019-05-09	Paper
Lasso Regression: Estimation and Shrinkage via the Limit of Gibbs Sampling	2019-05-09	Paper
Successive standardization of rectangular arrays	2019-03-26	Paper
Graphical Markov models for infinitely many variables	2018-09-13	Paper
The critical exponent: a novel graph invariant	2018-04-20	Paper
The Hoffmann-Jørgensen inequality in metric semigroups	2018-02-14	Paper
From Random Walks to Random Leaps: Generalizing Classic Markov Chains for Big Data Applications	2017-08-10	Paper
A note on the lack of symmetry in the graphical lasso	2017-06-29	Paper
Preserving positivity for rank-constrained matrices	2017-06-14	Paper
Hub Discovery in Partial Correlation Graphs	2017-06-08	Paper
Two-Stage Sampling, Prediction and Adaptive Regression via Correlation Screening	2017-05-02	Paper
The role of the isotonizing algorithm in Stein's covariance matrix estimator	2016-10-28	Paper
Preserving positivity for matrices with sparsity constraints	2016-10-04	Paper
Model-free consistency of graph partitioning	2016-08-12	Paper
A note on covariance estimation in the unbiased estimator of risk framework	2016-05-12	Paper
Critical exponents of graphs	2015-12-28	Paper
MCMC-Based Inference in the Era of Big Data: A Fundamental Analysis of the Convergence Complexity of High-Dimensional Chains	2015-08-04	Paper
Best permutation analysis	2015-06-25	Paper
Statistical paleoclimate reconstructions via Markov random fields	2015-06-17	Paper
Differential calculus on graphon space	2015-06-10	Paper
Integration and measures on the space of countable labelled graphs	2015-06-03	Paper
Detecting the impact area of BP deepwater horizon oil discharge: an analysis by time varying coefficient logistic models and boosted trees	2015-03-05	Paper
Functions preserving positive definiteness for sparse matrices	2015-02-02	Paper
Complete characterization of Hadamard powers preserving Loewner positivity, monotonicity, and convexity	2015-01-16	Paper
On fractional Hadamard powers of positive block matrices	2014-04-27	Paper
Correction to: ``Successive normalization of rectangular arrays	2014-03-06	Paper
The critical exponent conjecture for powers of doubly nonnegative matrices	2014-02-19	Paper
Loewner positive entrywise functions, and classification of measurable solutions of Cauchy's functional equations	2013-12-21	Paper
Duality in Graphical Models	2013-10-09	Paper
Comment on: Sequences of regressions and their independences	2013-02-05	Paper
Positive Definite Completion Problems for Bayesian Networks	2012-09-12	Paper
Sparse matrix decompositions and graph characterizations	2012-06-11	Paper
Retaining positive definiteness in thresholded matrices	2012-05-11	Paper
Large-Scale Correlation Screening	2012-03-22	Paper
Gaussian covariance faithful Markov trees	2012-03-13	Paper
Discussion of: ``A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable?	2011-06-10	Paper
Wishart distributions for decomposable covariance graph models	2011-04-05	Paper
https://portal.mardi4nfdi.de/entity/Q3581607	2010-09-02	Paper
Successive normalization of rectangular arrays	2010-05-26	Paper
Learning mixture models via component-wise parameter smoothing	2010-04-06	Paper
Flexible covariance estimation in graphical Gaussian models	2009-02-06	Paper

Research outcomes over time

Doctoral students

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