← All authors George Michailidis University of Florida (from arXiv:1912.04123, 2019) · ORCID · OpenAlex
121 papers in scope · 119 published · 3 on the econ.EM arXiv · 4,802 citations · h-index 35 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jiahe Lin Vladas Pipiras Young-Hoon Kim Zachary F. Fisher Marie-Christine Düker Likai Chen Wei Biao Wu Elvin Isufi Nathanaël Perraudin Andreas Loukas Geert Leus Yuefeng Han David S. Matteson Bernd Funovits Sayar Karmakar Stefan Richter Kejin Wu Ruey S. Tsay Alexander Back Timo Teräsvirta Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers Show only papers in our arXiv econ.EM corpus (3 of 121)
Multivariate Analysis for Multiple Network Data via Semi-Symmetric Tensor PCA
published 2025 · Journal of the American Statistical Association · first circulated 2022
with Michael Weylandt
A penalty-based method for communication-efficient decentralized bilevel programming
published 2024 · Automatica · 1 citations · first circulated 2022
with Parvin Nazari, Ahmad Mousavi, Davoud Ataee Tarzanagh
Returners and explorers dichotomy in the face of natural hazards
published 2024 · Scientific Reports · 6 citations
with Zeyu He, Yujie Hu, Leo L. Duan
A high-dimensional approach to measure connectivity in the financial sector
published 2024 · The Annals of Applied Statistics · 3 citations
with Sumanta Basu, Sreyoshi Das, Amiyatosh Purnanandam
Joint learning of linear time-invariant dynamical systems
published 2024 · Automatica · 6 citations · first circulated 2021
A Functional Coefficients Network Autoregressive Model
published 2024 · Statistica Sinica · 2 citations
with Hang Yin, Abolfazl Safikhani
A Regularized Low Tubal-Rank Model for High-dimensional Time Series Data
published 2024 · Statistica Sinica
with Samrat Roy
Structural Discovery with Partial Ordering Information for Time-Dependent Data with Convergence Guarantees
published 2024 · Journal of Computational and Graphical Statistics · first circulated 2023
A multi-task encoder-dual-decoder framework for mixed frequency data prediction
published 2023 · International Journal of Forecasting · 6 citations
The Bayesian nested lasso for mixed frequency regression models
published 2023 · The Annals of Applied Statistics · 3 citations
with Satyajit Ghosh, Kshitij Khare
Inference for Change Points in High Dimensional Mean Shift Models
published 2023 · Statistica Sinica · 2 citations · first circulated 2021
with Abhishek Kaul
Estimation of Gaussian directed acyclic graphs using partial ordering information with applications to DREAM3 networks and dairy cattle data
published 2023 · The Annals of Applied Statistics · 3 citations · first circulated 2019
with Syed M Rahman, Kshitij Khare, Carlos Alberto Martínez, Juan E Carulla
A General Modeling Framework for Network Autoregressive Processes
published 2023 · Technometrics · 11 citations · first circulated 2021
with Hang Yin, Abolfazl Safikhani
Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models
published 2022 · Journal of the American Statistical Association · 11 citations · first circulated 2021
with Peiliang Bai, Abolfazl Safikhani
A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
published 2022 · Statistics and Computing · 7 citations
with Srijata Samanta, Kshitij Khare
A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models
published 2022 · Statistica Sinica · 3 citations
with Nilanjana Chakraborty, Kshitij Khare
A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models
published 2022 · Statistica Sinica · 2 citations
with Peyman Jalali, Kshitij Khare
DAdam: A Consensus-Based Distributed Adaptive Gradient Method for Online Optimization
published 2022 · IEEE Transactions on Signal Processing · 63 citations · first circulated 2019
with Parvin Nazari, Davoud Ataee Tarzanagh
Regularized high dimension low tubal-rank tensor regression
published 2022 · Electronic Journal of Statistics · 7 citations
with Samrat Roy
Research in network monitoring: Connections with SPM and new directions
published 2021 · Quality Engineering · 11 citations
with Nathaniel T. Stevens, James Wilson, Anne R. Driscoll, Ian McCulloh, Cécile Paris, Peter A. Parker, Kamran Paynabar, Marcus B. Perry, Mostafa Reisi Gahrooei, Srijan Sengupta, Ross Sparks
Foundations of network monitoring: Definitions and applications
published 2021 · Quality Engineering · 8 citations
with Nathaniel T. Stevens, James Wilson, Anne R. Driscoll, Ian McCulloh, Cécile Paris, Kamran Paynabar, Marcus B. Perry, Mostafa Reisi Gahrooei, Srijan Sengupta, Ross Sparks
Broader impacts of network monitoring: Its role in government, industry, technology, and beyond
published 2021 · Quality Engineering · 5 citations
with Nathaniel T. Stevens, James Wilson, Anne R. Driscoll, Ian McCulloh, Cécile Paris, Kamran Paynabar, Marcus B. Perry, Mostafa Reisi Gahrooei, Srijan Sengupta, Ross Sparks
The interdisciplinary nature of network monitoring: Advantages and disadvantages
published 2021 · Quality Engineering · 3 citations
with Nathaniel T. Stevens, James Wilson, Anne R. Driscoll, Ian McCulloh, Cécile Paris, Peter A. Parker, Kamran Paynabar, Marcus B. Perry, Mostafa Reisi Gahrooei, Srijan Sengupta, Ross Sparks
Flow-based Attribution in Graphical Models: A Recursive Shapley Approach
published 2021 · International Conference on Machine Learning · 5 citations
with Raghav Singal, Hoiyi Ng
Optimal routing for electric vehicle charging systems with stochastic demand: A heavy traffic approximation approach
published 2021 · European Journal of Operational Research · 27 citations
with Ying-Chao Hung, Horace PakHai Lok
Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
published 2021 · Journal of Computational and Graphical Statistics · 7 citations
with Abolfazl Safikhani, Yue Bai
Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
published 2021 · The Annals of Statistics · 11 citations
with Satyajit Ghosh, Kshitij Khare
County-level longitudinal clustering of COVID-19 mortality to incidence ratio in the United States
published 2021 · Scientific Reports · 35 citations · first circulated 2020
with Nasim Vahabi, Masoud Salehi, Julio D. Duarte, Abolfazl Mollalo, Julio Enrique Duarte
Optimism-Based Adaptive Regulation of Linear-Quadratic Systems
published 2020 · IEEE Transactions on Automatic Control · 43 citations · first circulated 2017
On adaptive Linear–Quadratic regulators
published 2020 · Automatica · 11 citations · first circulated 2018
Input perturbations for adaptive control and learning
published 2020 · Automatica
M-estimation in Multistage Sampling Procedures
published 2020 · Sankhya A
with Atul Mallik, Moulinath Banerjee
Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models
published 2020 · IEEE Transactions on Signal Processing · 25 citations
with Peiliang Bai, Abolfazl Safikhani
Change Point Estimation in a Dynamic Stochastic Block Model
published 2020 · Journal of Machine Learning Research · 28 citations · first circulated 2018
with Monika Bhattacharjee, Moulinath Banerjee
System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components
published 2020 · IEEE Transactions on Signal Processing · 7 citations
working paper 2019 · arXiv · 8 citations · first circulated 2018
working paper 2019 · arXiv · 1 citations
Regularized joint estimation of related vector autoregressive models
published 2019 · Computational Statistics & Data Analysis · 14 citations
with Andrey Skripnikov
On the formation of Dodd-Frank Act derivatives regulations
published 2019 · PLoS ONE · 3 citations
with Shawn Mankad, Andrei Kirilenko
Corrections to “Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions” [Mar 19 1207-1222]
published 2019 · IEEE Transactions on Signal Processing · 2 citations
with Sumanta Basu, Xianqi Li
Interconnectedness in the interbank market
published 2019 · Journal of Financial Economics · 165 citations · first circulated 2015
with Celso Brunetti, Jeffrey H. Harris, Shawn Mankad
Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions
published 2019 · IEEE Transactions on Signal Processing · 76 citations
with Sumanta Basu, Xianqi Li
Likelihood Inference for Large Scale Stochastic Blockmodels With Covariates Based on a Divide-and-Conquer Parallelizable Algorithm With Communication
published 2018 · Journal of Computational and Graphical Statistics · 14 citations · first circulated 2016
with Sandipan Roy, Yves F. Atchadé
Finite-Time Adaptive Stabilization of Linear Systems
published 2018 · IEEE Transactions on Automatic Control · 39 citations
Joint estimation of multiple network Granger causal models
published 2018 · Econometrics and Statistics · 21 citations
with Andrey Skripnikov
Core community structure recovery and phase transition detection in temporally evolving networks
published 2018 · Scientific Reports · 12 citations
with Wei Bao
published 2018 · Automatica · 98 citations · first circulated 2017
Modeling and Optimization of Time-of-Use Electricity Pricing Systems
published 2018 · IEEE Transactions on Smart Grid · 70 citations
with Ying-Chao Hung
Variable selection in omics data: A practical evaluation of small sample sizes
published 2018 · PLoS ONE · 81 citations
with Alexander Kirpich, Elizabeth A. Ainsworth, Jessica M. Wedow, Jeremy R. B. Newman, Lauren M. McIntyre
High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models
published 2018 · Journal of the American Statistical Association · 46 citations
with Satyajit Ghosh, Kshitij Khare
Fast Randomized Algorithms for t-Product Based Tensor Operations and Decompositions with Applications to Imaging Data
published 2018 · SIAM Journal on Imaging Sciences · 73 citations · first circulated 2017
with Davoud Ataee Tarzanagh
Change Point Estimation in High Dimensional Markov Random-Field Models
published 2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 48 citations
with Sandipan Roy, Yves F. Atchadé
Asymptotics for p -value based threshold estimation under repeated measurements
published 2016 · Journal of Statistical Planning and Inference
with Atul Mallik, Bodhisattva Sen, Moulinath Banerjee
Joint structural estimation of multiple graphical models
published 2016 · Journal of Machine Learning Research · 52 citations
with Jing Ma
no link
Optimal routing for electric vehicle service systems
published 2015 · European Journal of Operational Research · 37 citations
with Ying-Chao Hung
Estimating heterogeneous graphical models for discrete data with an application to roll call voting
published 2015 · The Annals of Applied Statistics · 29 citations
with Jian Guo, Jie Cheng, Elizaveta Levina, Ji Zhu
Changepoint Inference for Erdős–Rényi Random Graphs
published 2015 · Springer proceedings in mathematics & statistics · 1 citations
with Elena Yudovina, Moulinath Banerjee
Threshold Value Estimation Using Adaptive Two-Stage Plans in R
published 2015 · Journal of Statistical Software
with Shawn Mankad, Moulinath Banerjee
Operator-valued kernel-based vector autoregressive models for network inference
published 2014 · Machine Learning · 39 citations
with Néhémy Lim, Florence d’Alché-Buc, Cédric Auliac
Minimum Spanning Tree
published 2014 · Wiley StatsRef: Statistics Reference Online · 3 citations · first circulated 2005
Principal Components and Extensions
published 2014 · Wiley StatsRef: Statistics Reference Online · 1 citations · first circulated 2005
Critical limitations of consensus clustering in class discovery
published 2014 · Scientific Reports · 420 citations
with Yasin Şenbabaoğlu, Jun Z. Li
Network Reconstruction Using Nonparametric Additive ODE Models
published 2014 · PLoS ONE · 49 citations
with James Henderson
Graphical Models for Ordinal Data
published 2014 · Journal of Computational and Graphical Statistics · 49 citations
with Jian Guo, Elizaveta Levina, Ji Zhu
Inferring Regulatory Networks by Combining Perturbation Screens and Steady State Gene Expression Profiles
published 2014 · PLoS ONE · 38 citations
with Ali Shojaie, Alexandra Jauhiainen, Michalis Kallitsis
Discussion
published 2014 · International Statistical Review
with Yves F. Atchadé
Biclustering Three-Dimensional Data Arrays With Plaid Models
published 2013 · Journal of Computational and Graphical Statistics · 32 citations
with Shawn Mankad
Discovering the ecosystem of an electronic financial market with a dynamic machine-learning method1
published 2013 · Algorithmic Finance · 17 citations
with Shawn Mankad, Andrei Kirilenko
Tracking Multiple Targets Using Binary Decisions From Wireless Sensor Networks
published 2013 · Journal of the American Statistical Association · 12 citations
with Natallia Katenka, Elizaveta Levina
Fast Algorithms for Optimal Link Selection in Large-Scale Network Monitoring
published 2013 · IEEE Transactions on Signal Processing · 3 citations
with Michalis Kallitsis, Stilian Stoev
Estimation and monitoring of traffic intensities with application to control of stochastic systems
published 2012 · Applied Stochastic Models in Business and Industry · 6 citations
with Ying-Chao Hung, Shih-Chung Chuang
Intensity‐based estimation of extreme loss event probability and value at risk
published 2012 · Applied Stochastic Models in Business and Industry · 5 citations · first circulated 2010
with Kamal Hamidieh, Stilian Stoev, Kam Hamidieh
Statistical Challenges in Biological Networks
published 2012 · Journal of Computational and Graphical Statistics · 21 citations
Network-Wide Statistical Modeling, Prediction, and Monitoring of Computer Traffic
published 2012 · Technometrics · 13 citations · first circulated 2010
with Joel Vaughan, Stilian Stoev
Transcriptional and metabolic data integration and modeling for identification of active pathways
published 2012 · Biostatistics · 48 citations
with Alexandra Jauhiainen, Olle Nerman, Rebecka Jörnsten
Adaptive Thresholding for Reconstructing Regulatory Networks from Time-Course Gene Expression Data
published 2011 · Statistics in Biosciences · 31 citations
with Ali Shojaie, Sumanta Basu
Optimal Power Allocation Under Communication Network Externalities
published 2011 · IEEE Transactions on Smart Grid · 33 citations
with Michalis Kallitsis, Michael Devetsikiotis
Threshold estimation based on a p-value framework in dose-response and regression settings
published 2011 · Biometrika · 24 citations
with Atul Mallik, Bodhisattva Sen, Moulinath Banerjee
Structural Models for Dual Modality Data With Application to Network Tomography
published 2011 · IEEE Transactions on Information Theory · 11 citations
with Harsh Singhal
Metabolomic Profiling Reveals a Role for Androgen in Activating Amino Acid Metabolism and Methylation in Prostate Cancer Cells
published 2011 · PLoS ONE · 103 citations
with Nagireddy Putluri, Ali Shojaie, Vihas T. Vasu, Srilatha Nalluri, Shaiju K. Vareed, Vasanta Putluri, Anuradha Vivekanandan-Giri, Jeman Byun, Subramaniam Pennathur, Theodore R. Sana, Steven M. Fischer, Ganesh S. Palapattu, …
Estimating Heavy-Tail Exponents Through Max Self–Similarity
published 2011 · IEEE Transactions on Information Theory · 32 citations · first circulated 2006
with Stilian Stoev, Murad S. Taqqu
Joint estimation of multiple graphical models
published 2011 · Biometrika · 458 citations
with Juan Guo, Elizaveta Levina, Ji Zhu, Subhabrata Majumdar, Peyman Jalali, Kshitij Khare
On Adaptive Regularization Methods in Boosting
published 2010 · Journal of Computational and Graphical Statistics · 7 citations
with Mark V. Culp, Kjell Johnson
Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
published 2010 · Biometrika · 182 citations · first circulated 2009
with Ali Shojaie
Root Cause Analysis of Networked Computer Alerts.
published 2010 · Technometrics
with Joel Vaughan, Jon Stearley, Scott A. Mitchell, Randall A. LaViolette
no link
Network Enrichment Analysis in Complex Experiments
published 2010 · Statistical Applications in Genetics and Molecular Biology · 71 citations
with Ali Shojaie
Principal Component Analysis With Sparse Fused Loadings
published 2010 · Journal of Computational and Graphical Statistics · 51 citations
with Jian Guo, Gareth James, Elizaveta Levina, Zhu Ji
Pairwise Variable Selection for High‐Dimensional Model‐Based Clustering
published 2009 · Biometrics · 90 citations
with Jian Guo, Elizaveta Levina, Ji Zhu
Change-point estimation under adaptive sampling
published 2009 · The Annals of Statistics
with Yan Lan, Moulinath Banerjee
On the estimation of the heavy‐tail exponent in time series using the max‐spectrum
published 2009 · Applied Stochastic Models in Business and Industry · 10 citations
with Stilian Stoev
On the Estimation of the Extremal Index Based on Scaling and Resampling
published 2009 · Journal of Computational and Graphical Statistics · 1 citations
with Kam Hamidieh, Stilian Stoev
Sequential Experiment Design for Contour Estimation From Complex Computer Codes
published 2008 · Technometrics · 268 citations
with Pritam Ranjan, Derek Bingham
Robust Target Localization From Binary Decisions in Wireless Sensor Networks
published 2008 · Technometrics · 31 citations
with Natallia Katenka, Elizaveta Levina
An Iterative Algorithm for Extending Learners to a Semi-Supervised Setting
published 2008 · Journal of Computational and Graphical Statistics · 46 citations
with Mark V. Culp
Optimal sampling in state space models with applications to network monitoring
published 2008 · ACM SIGMETRICS Performance Evaluation Review · 22 citations
with Harsh Singhal
Local Vote Decision Fusion for Target Detection in Wireless Sensor Networks
published 2007 · IEEE Transactions on Signal Processing · 123 citations
with Natallia Katenka, Elizaveta Levina
Distributed Multilevel Modeling
published 2007 · Journal of Computational and Graphical Statistics · 1 citations
with David Afshartous
Extreme Value Theory: An Introduction
published 2007 · Technometrics · 532 citations
with Stilian Stoev
Extreme Value Theory: An Introduction, by Laurens De Haan and Ana Ferreira
published 2007 · Technometrics
with Stilian Stoev
no link
Statistical Aspects of the Analysis of Data Networks
published 2007 · Technometrics · 19 citations
with Lorraine Denby, James M. Landwehr, Colin L. Mallows, Jean Meloche, John Tuck, Bowei Xi, Vijayan N. Nair
Estimating Network Loss Rates Using Active Tomography
published 2006 · Journal of the American Statistical Association · 48 citations
with Bowei Xi, Vijayan N. Nair
Network Delay Tomography using Flexicast Experiments
published 2006 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 53 citations
with Earl Lawrence, Vijayan N. Nair
ada : An R Package for Stochastic Boosting
published 2006 · Journal of Statistical Software · 93 citations
with Mark V. Culp, Kjell Johnson
Comment. Monitoring Networked Applications With Incrementak Quantile Estimation.
published 2006 · Statistical Science
with Earl Lawrence, Vijayan N. Nair
no link
Local area network analysis using end-to-end delay tomography
published 2005 · ACM SIGMETRICS Performance Evaluation Review · 4 citations
with Earl Lawrence, Vijay Nair
LASS: a tool for the local analysis of self-similarity
published 2005 · Computational Statistics & Data Analysis · 74 citations
with Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, J. S. Marron
A Diagnostic Plot for Estimating the Tail Index of a Distribution
published 2004 · Journal of Computational and Graphical Statistics · 27 citations
with Bruno de Sousa
Simulating Sample Paths of Linear Fractional Stable Motion
published 2004 · IEEE Transactions on Information Theory · 25 citations
Homogeneity analysis using absolute deviations
published 2004 · Computational Statistics & Data Analysis
with Jan de Leeuw
Statistical Analysis of Financial Data in S-PLUS
published 2004 · Journal of Statistical Software · 1 citations
Computational Statistics Handbook with MATLAB
published 2004 · Journal of Statistical Software
Data Visualization through Graph Drawing
published 2001 · Computational Statistics · 23 citations
with Jan de Leeuw
Acknowledgment and Apology
published 2000 · Statistical Science · 1 citations
with Jan de Leeuw
[Optimization Transfer Using Surrogate Objective Functions]: Discussion
published 2000 · Journal of Computational and Graphical Statistics · 10 citations
with Jan de Leeuw
Discussion
published 2000 · Journal of Computational and Graphical Statistics
with Jan de Leeuw
Multilevel homogeneity analysis with differential weighting
published 2000 · Computational Statistics & Data Analysis · 20 citations
with Jan de Leeuw
The Gifi system of descriptive multivariate analysis
published 1998 · Statistical Science · 260 citations
with Jan de Leeuw
A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances
published 1996 · Journal of Statistical Planning and Inference · 1 citations
with George S. Donatos
A simulation study of least squares and ridge estimaors for normal and nonnormal autocorrelated disturbances
published 1993 · Journal of Statistical Computation and Simulation · 3 citations
with George S. Donatos
Integración del mercado del trigo en Francia: siglos XVIII y XIX
published 1991 · Estudios De Economia
with Jaime Vatter, Salvador Zurita
no link
Small sample properties of ridge estimators with normal and non-normal disturbances
published 1990 · Communications in Statistics - Simulation and Computation · 5 citations
with George S. Donatos
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).