Elizaveta Levina, Peter J. Bickel
We propose a new method for estimating intrinsic dimension of a dataset derived by applying the principle of maximum likelihood to the distances between close neighbors. We derive the estimator by a...
A new approach to Cholesky-based covariance regularization in high dimensions (2009)
Rothman, Adam J., Levina, Elizaveta, Zhu, Ji
In this paper we propose a new regression interpretation of the Cholesky factor of the covariance matrix, as opposed to the well known regression interpretation of the Cholesky factor of the inverse...
Covariance regularization by thresholding (2009)
Bickel, Peter J., Levina, Elizaveta
This paper considers regularizing a covariance matrix of $p$ variables estimated from $n$ observations, by hard thresholding. We show that the thresholded estimate is consistent in the operator norm...
Texture Synthesis and Non-Parametric Resampling of Random Fields (2008)
Elizaveta Levina, Peter J. Bickel
This paper introduces a non-parametric algorithm for bootstrapping a sta-tionary random field and proves certain consistency properties of the algorithm for the case of mixing random fields. The...
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...
Elizaveta Levina, Peter J. Bickel
We propose a new method for estimating intrinsic dimension of a dataset derived by applying the principle of maximum likelihood to the distances between close neighbors. We derive the estimator by a...
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...
Sparse Permutation Invariant Covariance Estimation (2008)
Adam Rothman, Peter Bickel, Elizaveta Levina, Ji Zhu
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...
Regularized estimation of large covariance matrices (2008)
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 the...
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...
A Cost-Efficient Approach to Wireless Sensor Network Design (2007)
Natallia Katenka, Elizaveta Levina, George Michailidis
This study presents a general flexible approach for the design of wireless sensor network under the random deployment mechanism. The cost of sensing and communications is incorporated into the design...
Robust Target Localization from Binary Decisions in Wireless Sensor Networks (2007)
Natallia Katenka, Elizaveta Levina, George Michailidis
Wireless sensor networks (WSN) are becoming an important tool in a variety of tasks, including mon-itoring and tracking of spatially occurring phenomena. These networks offer the capability of...
Elizaveta Levina, Adam Rothman, Ji Zhu
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...
Sparse permutation invariant covariance estimation (2007)
Adam J. Rothman, Peter J. Bickel, Elizaveta Levina, Ji Zhu
Summary. 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...
Covariance regularization by thresholding (2007)
This paper considers regularizing a covariance matrix of p variables estimated from n observations, by hard thresholding. We show that the thresholded estimate is consistent in the operator norm as...
Covariance regularization by thresholding (2007)
This paper considers regularizing a covariance matrix of p variables estimated from n observations, by hard thresholding. We show that the thresholded estimate is consistent in the operator norm as...
Robust Target Localization from Binary Decisions in Wireless Sensor Networks (2007)
Natallia Katenka, Elizaveta Levina, George Michailidis
Wireless sensor networks (WSN) are becoming an important tool in a variety of tasks, including monitoring and tracking of spatially occurring phenomena. These networks offer the capability of densely...
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...
Regularized estimation of large covariance matrices (2006)
Peter J. Bickel, Elizaveta Levina
This paper considers estimating a covariance matrix of p variables from n observations by either banding the sample covariance matrix or estimating a banded version of the inverse of the covariance....
Local vote decision fusion for target detection in wireless sensor networks (2006)
Natallia Katenka, Elizaveta Levina, George Michailidis
Abstract — This paper examines the problem of target detection by a wireless sensor network. Sensors acquire measurements emitted from the target that are corrupted by noise, and initially make...
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...
Statistical issues in texture analysis / (2002)
Thesis (Ph. D. in Statistics)--University of California, Berkeley, Spring 2002.
Change-point detection in data on water discharges /--by Elizaveta Levina. (1997)
Thesis (M.S)--Dept. of Mathematics, University of Utah, 1997.