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09/05/2023
A Fast and Provable Algorithm for Sparse Phase Retrieval
We study the sparse phase retrieval problem, which aims to recover a spa...
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10/27/2022
Adaptive Estimation of MTP_2 Graphical Models
We consider the problem of estimating (diagonally dominant) M-matrices a...
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12/03/2021
Fast Projected Newton-like Method for Precision Matrix Estimation with Nonnegative Partial Correlations
We study the problem of estimating precision matrices in multivariate Ga...
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12/31/2020
Algorithms for Learning Graphs in Financial Markets
In the past two decades, the field of applied finance has tremendously b...
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06/26/2020
Does the ℓ_1-norm Learn a Sparse Graph under Laplacian Constrained Graphical Models?
We consider the problem of learning a sparse graph under Laplacian const...
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09/24/2019
Structured Graph Learning Via Laplacian Spectral Constraints
Learning a graph with a specific structure is essential for interpretabi...
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04/22/2019
A Unified Framework for Structured Graph Learning via Spectral Constraints
Graph learning from data represents a canonical problem that has receive...
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04/06/2016