Liza Levina
Teaching
Fall 2008: Stats 500 (Applied Statistics I)
Research Interests
- high-dimensional data: large p small n problems, covariance estimation, dimension
reduction, manifold projections
- wireless sensor networks and statistical inference on network data
- classification and pattern recognition
- applications of statistics to computer vision,
Raman spectroscopy, and remote sensing
Education
Ph.D.
Students
Selected
Papers
High-Dimensional Data
- A.J. Rothman, E. Levina, and J. Zhu. (2008). Generalized Thresholding of Large Covariance Matrices. To appear in the J. Amer. Statist. Assoc. (Theory and Methods).
- A.S. Wagaman and E. Levina (2007). Discovering Sparse Covariance Structures with the Isomap. To appear in the Journal of Computational and Graphical Statistics.
- A.J. Rothman, P.J. Bickel, E. Levina, and J. Zhu (2008). Sparse Permutation Invariant Covariance Estimation. Electronic Journal of Statistics, 2:494-515.
- P.J. Bickel and E. Levina (2007). Covariance Regularization by Thresholding. To appear in the Annals of Statistics.
- E. Levina, A.J. Rothman and J. Zhu (2008). Sparse Estimation of Large Covariance Matrices via a Nested Lasso Penalty. Annals of Applied Statistics 2(1):245-263.
- P.J. Bickel and E. Levina (2008). Regularized Estimation of Large Covariance Matrices. Annals of Statistics 36(1):199-227.
- E. Levina, A.S. Wagaman, A.F. Callender, G.S. Mandair, and M.D. Morris (2007). Estimating the number of pure chemical components in a mixture by maximum likelihood. Journal of Chemometrics 21(1-2):24-34.
- E. Levina and P.J. Bickel (2005). Maximum Likelihood Estimation of Intrinsic
Dimension. In Advances in
NIPS 17, Eds. L. K. Saul, Y. Weiss, L. Bottou. Matlab code is available.
- P.J. Bickel and E. Levina (2004). Some theory for Fisher's Linear Discriminant
function,
''naive Bayes'', and some alternatives when there are many more
variables
than observations. Bernoulli
10(6):989-1010.
Networks
Statistics in Computer Vision
- Zhang, M., Levina, E., Djurdjanovic, D.,
and Ni, J. (2008). Estimating distributions of surface parameters for
classification purposes. Journal of Manufacturing Science and Engineering, 130(3):031010.
- E. Levina and P.J. Bickel (2006). Texture
Synthesis and Non-parametric Resampling of Random Fields. Annals of Statistics 34(4):1751-1773.
- E. Levina and P.J. Bickel (2001)." The Earth Mover's Distance is the Mallows Distance:
Some Insights from Statistics." In Proceedings of ICCV 2001,
Vancouver, Canada, p. 251-256.
Research supported in part by the NSF (DMS-0505424, DMS-0805798) and the NSA (MSPF-04Y-120).
Personal
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