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20052026
most citedOptimal rates of convergence for covariance matrix estimation

316 citations · 1.7k across the 39 of their papers we have counts for

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Showing 2012 · math.STShow all

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math.ST2012★ 4 cited

Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation

T. Tony Cai, Weidong Liu, Harrison H. Zhou

Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrice…

math.ST2012★ 28 cited

Discussion: Latent variable graphical model selection via convex optimization

Zhao Ren, Harrison H. Zhou

Discussion of "Latent variable graphical model selection via convex optimization" by Venkat Chandrasekaran, Pablo A. Parrilo and Alan S. Willsky [arXiv:1008.1290].