Granger Causality: A Review and Recent AdvancesAnnual Review of Statistics and Its Application (ARSIA), 2021 |
An Adaptive Stochastic Sequential Quadratic Programming with
Differentiable Exact Augmented LagrangiansMathematical programming (Math. Program.), 2021 |
Latent Network Structure Learning from High Dimensional Multivariate
Point ProcessesJournal of the American Statistical Association (JASA), 2020 |
FuDGE: A Method to Estimate a Functional Differential Graph in a
High-Dimensional SettingJournal of machine learning research (JMLR), 2020 |