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Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such…
In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…
Multivariate Gaussian is often used as a first approximation to the distribution of high-dimensional data. Determining the parameters of this distribution under various constraints is a widely studied problem in statistics, and is often…
We study the convergence of the Riemannian steepest descent algorithm on the Grassmann manifold for minimizing the block version of the Rayleigh quotient of a symmetric matrix. Even though this problem is non-convex in the Euclidean sense…
The Riemannian manifold of curves with a Sobolev metric is an important and frequently studied model in the theory of shape spaces. Various numerical approaches have been proposed to compute geodesics, but so far elude a rigorous…
The Euclidean space notion of convex sets (and functions) generalizes to Riemannian manifolds in a natural sense and is called geodesic convexity. Extensively studied computational problems such as convex optimization and sampling in convex…
We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and…
An expansion is developed for the Weil-Petersson Riemann curvature tensor in the thin region of the Teichm\"{u}ller and moduli spaces. The tensor is evaluated on the gradients of geodesic-lengths for disjoint geodesics. A precise lower…
We introduce a class of regularized M-estimators of multivariate scatter and show, analogous to the popular spatial sign covariance matrix (SSCM), that they possess high breakdown points. We also show that the SSCM can be viewed as an…
This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…
This paper studies M-estimators with gradient-Lipschitz loss function regularized with convex penalty in linear models with Gaussian design matrix and arbitrary noise distribution. A practical example is the robust M-estimator constructed…
Mixed effect modeling for longitudinal data is challenging when the observed data are random objects, which are complex data taking values in a general metric space without linear structure. In such settings the classical additive error…
We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a…
Analyzing multi-layered graphical models provides insight into understanding the conditional relationships among nodes within layers after adjusting for and quantifying the effects of nodes from other layers. We obtain the penalized maximum…
We mainly study the M-estimation method for the high-dimensional linear regression model, and discuss the properties of M-estimator when the penalty term is the local linear approximation. In fact, M-estimation method is a framework, which…
In the present paper, we propose and analyze a novel method for estimating a univariate regression function of bounded variation. The underpinning idea is to combine two classical tools in nonparametric statistics, namely isotonic…
Deciding whether saddle points exist or are approximable for nonconvex-nonconcave problems is usually intractable. This paper takes a step towards understanding a broad class of nonconvex-nonconcave minimax problems that do remain…
This paper proposes an original Riemmanian geometry for low-rank structured elliptical models, i.e., when samples are elliptically distributed with a covariance matrix that has a low-rank plus identity structure. The considered geometry is…
We consider data from the Grassmann manifold $G(m,r)$ of all vector subspaces of dimension $r$ of $\mathbb{R}^m$, and focus on the Grassmannian statistical model which is of common use in signal processing and statistics. Canonical…
A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…