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
4:00 PM
6011, Donald Bren Hall
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…
