Mohsen Pourahmadi

Publication Activity (10 Years)

Years Active: 2006-2023
Publications (10 Years): 6

Top Topics

Covariance Matrices

Gaussian Mixture

Top Venues

J. Multivar. Anal.

J. Comput. Graph. Stat.

Comput. Stat. Data Anal.

Publications

Aramayis Dallakyan, Mohsen Pourahmadi
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series. J. Comput. Graph. Stat. 32 (1) (2023)
Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia
Positive-definite thresholding estimators of covariance matrices with zeros. J. Multivar. Anal. 197 (2023)
Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi
Time series graphical lasso and sparse VAR estimation. Comput. Stat. Data Anal. 176 (2022)
Aramayis Dallakyan, Mohsen Pourahmadi
Learning Bayesian Networks through Birkhoff Polytope: A Relaxation Method. CoRR (2021)
Aramayis Dallakyan, Mohsen Pourahmadi
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data. CoRR (2020)
Priya Kohli, Tanya P. Garcia, Mohsen Pourahmadi
Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data. J. Multivar. Anal. 145 (2016)
Priya Kohli, Mohsen Pourahmadi
Some prediction problems for stationary random fields with quarter-plane past. J. Multivar. Anal. 127 (2014)
Mehdi Maadooliat, Mohsen Pourahmadi, Jianhua Z. Huang
Robust estimation of the correlation matrix of longitudinal data. Stat. Comput. 23 (1) (2013)
Petros Dellaportas, Mohsen Pourahmadi
Cholesky-GARCH models with applications to finance. Stat. Comput. 22 (4) (2012)
M. J. Daniels, Mohsen Pourahmadi
Modeling covariance matrices via partial autocorrelations. J. Multivar. Anal. 100 (10) (2009)
Mohammad Al-Rawwash, Mohsen Pourahmadi
Gaussian estimation and joint modeling of dispersions and correlations in longitudinal data. Comput. Methods Programs Biomed. 82 (2) (2006)