Malte Londschien

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Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence 2011 Pradeep Ravikumar
Martin J. Wainwright
Garvesh Raskutti
Bin Yu
2
+ PDF Chat Optimal Detection of Changepoints With a Linear Computational Cost 2012 Rebecca Killick
Paul Fearnhead
Idris A. Eckley
2
+ PDF Chat Objective Criteria for the Evaluation of Clustering Methods 1971 Telmo Menezes
Camille Roth
2
+ PDF Chat Change-Point Detection for High-Dimensional Time Series With Missing Data 2012 Yao Xie
Jiaji Huang
Rebecca Willett
2
+ PDF Chat MissForest—non-parametric missing value imputation for mixed-type data 2011 Daniel J. Stekhoven
Peter Bühlmann
2
+ New Insights and Faster Computations for the Graphical Lasso 2011 Daniela Witten
Jerome H. Friedman
Noah Simon
2
+ PDF Chat Missing values: sparse inverse covariance estimation and an extension to sparse regression 2010 Nicolas Städler
Peter Bühlmann
2
+ Model selection and estimation in the Gaussian graphical model 2007 Ming Yuan
Yi Lin
2
+ PDF Chat Computing the nearest correlation matrix--a problem from finance 2002 Nicholas J. Higham
2
+ PDF Chat Estimating networks with jumps 2012 Mladen Kolar
Eric P. Xing
2
+ PDF Chat Time varying undirected graphs 2010 Shuheng Zhou
John Lafferty
Larry Wasserman
2
+ PDF Chat The graphical lasso: New insights and alternatives 2012 Rahul Mazumder
Trevor Hastie
2
+ Sparse inverse covariance estimation with the graphical lasso 2007 Jerome H. Friedman
Trevor Hastie
R. Tibshirani
2
+ Regression Shrinkage and Selection Via the Lasso 1996 Robert Tibshirani
2
+ PDF Chat A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data 2013 David S. Matteson
Nicholas A. James
2
+ Model Selection Through Sparse Maximum Likelihood Estimation for Multivariate Gaussian or Binary Data 2008 Onureena Banerjee
Laurent El Ghaoui
Alexandre d’Aspremont
2
+ On Time Varying Undirected Graphs 2011 Mladen Kolar
Eric P. Xing
2
+ PDF Chat Change Point Estimation in High Dimensional Markov Random-Field Models 2016 Sandipan Roy
Yves F. Atchadé
George Michailidis
2
+ PDF Chat Regularized Estimation of Piecewise Constant Gaussian Graphical Models: The Group-Fused Graphical Lasso 2017 Alex Gibberd
James D. B. Nelson
2
+ Change-point detection in high-dimensional covariance structure 2018 Valeriy Avanesov
Nazar Buzun
2
+ PDF Chat Network Inference via the Time-Varying Graphical Lasso 2017 David Hallac
Youngsuk Park
Stephen Boyd
Jure Leskovec
2
+ Wild binary segmentation for multiple change-point detection 2014 Piotr Fryźlewicz
2
+ PDF Chat Estimating time-varying networks 2010 Mladen Kolar
Le Song
Amr Ahmed
Eric P. Xing
2
+ PDF Chat Sparsistency and rates of convergence in large covariance matrix estimation 2009 Clifford Lam
Jianqing Fan
2
+ PDF Chat Sparse permutation invariant covariance estimation 2008 Adam Rothman
Peter J. Bickel
Elizaveta Levina
Ji Zhu
2
+ Point Estimation of the Parameters of Piecewise Regression Models 1976 Douglas M. Hawkins
1
+ Estimating a change point in a sequence of very high-dimensional covariance matrices 2018 Holger Dette
Guangming Pan
Qing Yang
1
+ Optimal Covariance Change Point Localization in High Dimension 2017 Daren Wang
Yi Yu
Alessandro Rinaldo
1
+ Change-Point Computation for Large Graphical Models: A Scalable Algorithm for Gaussian Graphical Models with Change-Points 2018 Leland Bybee
Yves F. Atchadé
1
+ PDF Chat Seeded binary segmentation: a general methodology for fast and optimal changepoint detection 2022 Solt Kovács
Peter Bühlmann
Hua Li
Axel Munk
1
+ PDF Chat Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices 2020 Holger Dette
Guangming Pan
Qing Yang
1
+ Optimistic search strategy: Change point detection for large-scale data via adaptive logarithmic queries. 2020 Solt Kovács
Housen Li
Lorenz Haubner
Axel Munk
Peter Bühlmann
1
+ NETWORK EXPLORATION VIA THE ADAPTIVE LASSO AND SCAD PENALTIES. 2009 Jianqing Fan
Yang Feng
Yichao Wu
1
+ Comparing partitions 1985 Lawrence J. Hubert
Phipps Arabie
1
+ PDF Chat Optimal covariance change point localization in high dimensions 2020 Daren Wang
Yi Yu
Alessandro Rinaldo
1
+ High-dimensional graphs and variable selection with the Lasso 2006 Nicolai Meinshausen
Peter Bühlmann
1
+ Sparse graphical modeling of piecewise-stationary time series 2011 Daniele Angelosante
Georgios B. Giannakis
1
+ Estimating sparse precision matrices from data with missing values 2012 Mladen Kolar
Eric P. Xing
1
+ Computationally efficient change point detection for high-dimensional regression 2016 Florencia Leonardi
Peter Bühlmann
1
+ PDF Chat Network exploration via the adaptive LASSO and SCAD penalties 2009 Jianqing Fan
Yang Feng
Yichao Wu
1
+ Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses 2013 Po‐Ling Loh
Martin J. Wainwright
1
+ PDF Chat Natural Scales in Geographical Patterns 2017 Telmo Menezes
Camille Roth
1
+ Multiple Changepoint Estimation in High-Dimensional Gaussian Graphical Models 2017 Alex Gibberd
Sandipan Roy
1