626 citations · 910 across the 11 of their papers we have counts for
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stat.ME2012★ 22 cited
TIGER: A Tuning-Insensitive Approach for Optimally Estimating Gaussian Graphical Models
Han Liu, Lie Wang
We propose a new procedure for estimating high dimensional Gaussian graphical models. Our approach is asymptotically tuning-free and non-asymptotically tuning-insensitive: it requi…
stat.ME2012★ 1 cited
L1 penalized LAD estimator for high dimensional linear
Lie Wang
In this paper, the high-dimensional sparse linear regression model is considered, where the overall number of variables is larger than the number of observations. We investigate th…