(Contrastive) Covariance Estimation
Last updated on
Mon, May 16, 2022
Nima Hejazi
Assistant Professor of Biostatistics
My research broadly concerns the intersection of causal inference and machine learning, including developing statistical methodology tailored to modern experiments and observational studies in the biomedical and public health sciences.
Publications
Cross-validated loss-based covariance matrix estimator selection in high dimensions
The covariance matrix plays a fundamental role in many modern exploratory and inferential statistical procedures, including …
cvCovEst: Cross-validated covariance matrix estimator selection and evaluation in R
The
cvCovEst R package implements the framework of cross-validated loss-based estimation specifically for use with covariance matrix …