Joint Estimation of Multiple Graphical Models from High Dimensional Time Series

1 November 2013

Papers citing "Joint Estimation of Multiple Graphical Models from High Dimensional Time Series"

5 / 5 papers shown

Title
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions P. Abry G. Didier Oliver Orejola H. Wendt 81 0 0 30 Jan 2025
Latent Multimodal Functional Graphical Model Estimation Katherine Tsai Boxin Zhao Oluwasanmi Koyejo Mladen Kolar 8 4 0 31 Oct 2022
Graphical models for nonstationary time series Sumanta Basu S. Subba Rao 60 6 0 17 Sep 2021
A constrained L1 minimization approach for estimating multiple Sparse Gaussian or Nonparanormal Graphical Models Beilun Wang Ritambhara Singh Yanjun Qi 14 12 0 11 May 2016
Time Varying Undirected Graphs Shuheng Zhou John D. Lafferty Larry A. Wasserman 106 240 0 20 Feb 2008