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Departments: Statistics

Distinguished Lecture: Some New Perspectives on Sparse Estimation of Large Covariance/Precision Matrices: Repeated Measurements, Regularization Tuning, and Covariate Adjustment

Guo Yu
Assistant Professor, Department of Statistics and Applied Probability, UC Santa Barbara
6011, Donald Bren Hall - View Map

Estimating large covariance/precision matrices are fundamental problems in modern multivariate statistics. Virtually all of the existing methods in this literature assume independent samples. In the…

Modeling Ensembles of Networks

Carter Butts
Chancellor's Professor Departments of Sociology, Statistics, Computer Science and EECS, UC Irvine
6011, Donald Bren Hall - View Map

Abstract: Parametric models for networks with heterogeneity and/or complex dependence have seen considerable progress over the past two decades, opening the door to further modeling…