Garvesh Raskutti

1. High-dimensional covariance estimation by minimizing ℓ₁-penalized log-determinant divergence
   2008/11/21 by Pradeep Ravikumar, Ravikumar, Pradeep, Martin J. Wainwright +5 · 10 citations
   Mathematics · Physics and Astronomy · #Advanced Statistical Methods and Models #Statistical Methods and Inference #Statistical Mechanics and Entropy
2. Minimax rates of estimation for high-dimensional linear regression over ℓ_q-balls
   2009/10/11 by Garvesh Raskutti, Martin J. Wainwright, Raskutti, Garvesh +3 · 6 citations
   Engineering · Decision Sciences · Mathematics · #Sparse and Compressive Sensing Techniques #Probabilistic and Robust Engineering Design #Statistical Methods and Inference
3. A Statistical Perspective on Randomized Sketching for Ordinary Least-Squares
   2014/06/23 by Garvesh Raskutti, Michael W. Mahoney, Raskutti, Garvesh +1 · 3 citations
   Engineering · Computer Science · #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques #Computational Geometry and Mesh Generation
4. Minimax-optimal rates for sparse additive models over kernel classes via convex programming
   2010/08/21 by Garvesh Raskutti, Raskutti, Garvesh, Martin J. Wainwright +3 · 3 citations
   Mathematics · Computer Science · Engineering · #Statistical Methods and Inference #Machine Learning and Algorithms #Control Systems and Identification
5. A Sharp Blockwise Tensor Perturbation Bound for Orthogonal Iteration
   2020/08/06 by Yuetian Luo, Garvesh Raskutti, Luo, Yuetian +5 · 4 citations
   Mathematics · Computer Science · Engineering · #Tensor decomposition and applications #Matrix Theory and Algorithms #Advanced Adaptive Filtering Techniques
6. Minimax Optimal Rates for Poisson Inverse Problems with Physical Constraints
   2014/03/25 by Xin Jiang, Jiang, Xin, Garvesh Raskutti +3 · 1 citation
   Engineering · Medicine · #FOS: Mathematics #Medical Imaging Techniques and Applications #Photoacoustic and Ultrasonic Imaging #Sparse and Compressive Sensing Techniques #Statistics Theory (math.ST)
7. Testing for high-dimensional network parameters in auto-regressive models
   2018/12/10 by Lili Zheng, Garvesh Raskutti, Zheng, Lili +1 · 1 citation
   Mathematics · #Statistical Methods and Inference #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference
8. Inference of High-dimensional Autoregressive Generalized Linear Models
   2016/05/09 by Eric C. Hall, Garvesh Raskutti, Hall, Eric C. +3 · 3 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Information Theory (cs.IT) #Machine Learning (stat.ML) #Statistical Methods and Inference #Statistical and numerical algorithms #Statistics Theory (math.ST)
9. ISLET: Fast and Optimal Low-rank Tensor Regression via Importance Sketching
   2019/11/09 by Anru R. Zhang, Yuetian Luo, Zhang, Anru +5 · 1 citation
   Computer Science · Engineering · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Numerical Analysis (math.NA) #Sparse and Compressive Sensing Techniques #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques #Tensor decomposition and applications