research
∙
07/19/2022
Riemannian Stochastic Gradient Method for Nested Composition Optimization
This work considers optimization of composition of functions in a nested...
share
research
∙
02/17/2020
Fitting ARMA Time Series Models without Identification: A Proximal Approach
Fitting autoregressive moving average (ARMA) time series models requires...
research
∙
01/10/2020
A first-order optimization algorithm for statistical learning with hierarchical sparsity structure
In many statistical learning problems, it is desired that the optimal so...
research
∙
05/11/2016
Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets
We present a new method for estimating multivariate, second-order statio...
research
∙
05/21/2014
