Sparse estimation of large covariance matrices via a nested Lasso penalty (2008)
Levina, Elizaveta, Rothman, Adam, Zhu, Ji
The paper proposes a new covariance estimator for large covariance matrices when the variables have a natural ordering. Using the Cholesky decomposition of the inverse, we impose a banded structure...
Regularized estimation of large covariance matrices (2008)
Bickel, Peter J., Levina, Elizaveta
This paper considers estimating a covariance matrix of $p$ variables from $n$ observations by either banding or tapering the sample covariance matrix, or estimating a banded version of the inverse of...
Sparse permutation invariant covariance estimation (2008)
Rothman, Adam J., Bickel, Peter J., Levina, Elizaveta, Zhu, Ji
The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood...
Robustness of community structure in networks (2007)
Karrer, Brian, Levina, Elizaveta, Newman, M. E. J.
The discovery of community structure is a common challenge in the analysis of network data. Many methods have been proposed for finding community structure, but few have been proposed for determining...
Texture synthesis and nonparametric resampling of random fields (2006)
Levina, Elizaveta, Bickel, Peter J.
This paper introduces a nonparametric algorithm for bootstrapping a stationary random field and proves certain consistency properties of the algorithm for the case of mixing random fields. The...
Texture synthesis and nonparametric resampling of random fields (2006)
Levina, Elizaveta, Bickel, Peter J.
This paper introduces a nonparametric algorithm for bootstrapping a stationary random field and proves certain consistency properties of the algorithm for the case of mixing random fields. The...
Bickel, Peter J., Levina, Elizaveta
We show that the `naive Bayes' classifier which assumes independent covariates greatly outperforms the Fisher linear discriminant rule under broad conditions when the number of variables grows faster...
Change-point detection in data on water discharges /--by Elizaveta Levina. (1997)
Thesis (M.S)--Dept. of Mathematics, University of Utah, 1997.