papers
Publications (19)
stat.ME2016
Simultaneous penalized M-estimation of covariance matrices using geodesically convex optimization
Esa Ollila, Ilya Soloveychik, David E. Tyler +1
cs.IT2018
Learning to Detect
Neev Samuel, Tzvi Diskin, Ami Wiesel
stat.AP2015
Group Symmetric Robust Covariance Estimation
Ilya Soloveychik, Dmitry Trushin, Ami Wiesel
stat.ME2013
Multivariate Generalized Gaussian Distribution: Convexity and Graphical Models
Teng Zhang, Ami Wiesel, Maria Sabrina Grec
stat.ML2013
Group Symmetry and non-Gaussian Covariance Estimation
Ilya Soloveychik, Ami Wiesel
stat.ML2014
Marginal Likelihoods for Distributed Parameter Estimation of Gaussian Graphical Models
Zhaoshi Meng, Dennis Wei, Ami Wiesel +1
math.ST2015
Joint Covariance Estimation with Mutual Linear Structure
Ilya Soloveychik, Ami Wiesel
math.ST2014
Performance Analysis of Tyler's Covariance Estimator
Ilya Soloveychik, Ami Wiesel
math.ST2013
Covariance Estimation in Elliptical Models with Convex Structure
Ilya Soloveychik, Ami Wiesel
stat.AP2013
Compressed matched filter for non-Gaussian noise
Jakob Vovnoboy, Ami Wiesel
stat.ME2010
Robust Shrinkage Estimation of High-dimensional Covariance Matrices
Yilun Chen, Ami Wiesel, Alfred O. Hero
math.ST2009
Covariance estimation in decomposable Gaussian graphical models
Ami Wiesel, Yonina C. Eldar, Alfred O. Hero
stat.ML2015
Joint Inverse Covariances Estimation with Mutual Linear Structure
Ilya Soloveychik, Ami Wiesel
cs.LG2019
ML for Flood Forecasting at Scale
Sella Nevo, Vova Anisimov, Gal Elidan +11
stat.CO2008
A greedy approach to sparse canonical correlation analysis
Ami Wiesel, Mark Kliger, Alfred O. Hero
stat.ME2009
Shrinkage Algorithms for MMSE Covariance Estimation
Yilun Chen, Ami Wiesel, Yonina C. Eldar +1
stat.ML2008
Decomposable Principal Component Analysis
Ami Wiesel, Alfred O. Hero
cs.LG2019
Towards Global Remote Discharge Estimation: Using the Few to Estimate The Many
Yotam Gigi, Gal Elidan, Avinatan Hassidim +5
stat.ML2017
Deep MIMO Detection
Neev Samuel, Tzvi Diskin, Ami Wiesel