High dimensional data analysis journal club

May, 18th and 25th, Ashwini Maurya present the paper "Regularized estimation of large covariance matrices" by Bickel and Levina (2008).

June, 8th and 15th, Xin Qi present the paper "Adaptive Thresholding for Sparse Covariance Matrix Estimation " by Cai and Liu (2011).

Professional Associations

American Statistical Association
Institute of Mathematical Statistics

Other useful links

Debug using gdb
Calling C functions from R
Using the R Standalone Math Library
Fast fourier transform