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06/06/2023
Entropic covariance models
In covariance matrix estimation, one of the challenges lies in finding a...
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05/31/2023
Positivity in Linear Gaussian Structural Equation Models
We study a notion of positivity of Gaussian directed acyclic graphical m...
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10/20/2022
Graphical model inference with external network data
A frequent challenge when using graphical models in applications is that...
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06/28/2022
Non-Independent Components Analysis
A seminal result in the ICA literature states that for AY = ε, if the co...
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12/29/2021
Total positivity in multivariate extremes
Positive dependence is present in many real world data sets and has appe...
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12/01/2021
Maximum Likelihood Estimation for Brownian Motion Tree Models Based on One Sample
We study the problem of maximum likelihood estimation given one data sam...
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02/10/2021
Robust estimation of tree structured models
Consider the problem of learning undirected graphical models on trees fr...
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12/07/2020
Likelihood Geometry of Correlation Models
Correlation matrices are standardized covariance matrices. They form an ...
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08/11/2020
Locally associated graphical models
The notion of multivariate total positivity has proved to be useful in f...
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04/28/2020
Dependence in elliptical partial correlation graphs
The Gaussian model is equipped with strong properties that facilitate st...
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09/02/2019
Estimating linear covariance models with numerical nonlinear algebra
Numerical nonlinear algebra is applied to maximum likelihood estimation ...
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08/26/2019
The Identification Problem for Linear Rational Expectations Models
We consider the problem of the identification of stationary solutions to...
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06/22/2019
Structure learning in graphical models by covariance queries
We study the problem of recovering the structure underlying large Gaussi...
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05/01/2019
Total positivity in structured binary distributions
We study binary distributions that are multivariate totally positive of ...
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02/26/2019
Brownian motion tree models are toric
Felsenstein's classical model for Gaussian distributions on a phylogenet...
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08/02/2017
Latent tree models
Latent tree models are graphical models defined on trees, in which only ...
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12/29/2014