activity
20072023
most citedHigh-dimensional covariance estimation based on Gaussian graphical models

93 citations · 457 across the 22 of their papers we have counts for

collaborators

25 papers

math.ST2023

Thresholded Lasso for high dimensional variable selection

Shuheng Zhou

Given noisy samples with dimensions, where , we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can a…

math.ST2023

Finite sample rates of convergence for the Bigraphical and Tensor graphical Lasso estimators

Shuheng Zhou, Kristjan Greenewald

Many modern datasets exhibit dependencies among observations as well as variables. A decade ago, Kalaitzis et. al. (2013) proposed the Bigraphical Lasso, an estimator for precision…

math.ST2023

Semidefinite programming on population clustering: a global analysis

Shuheng Zhou

In this paper, we consider the problem of partitioning a small data sample of size drawn from a mixture of sub-gaussian distributions. Our work is motivated by the applicat…

math.ST2020

Concentration of measure bounds for matrix-variate data with missing values

Shuheng Zhou

We consider the following data perturbation model, where the covariates incur multiplicative errors. For two random matrices , we denote by the Hadam…

stat.ML2019

Precision Matrix Estimation with Noisy and Missing Data

Roger Fan, Byoungwook Jang, Yuekai Sun +1

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penali…

stat.ME2018

Tensor models for linguistics pitch curve data of native speakers of Afrikaans

Michael Hornstein, Shuheng Zhou, Kerby Shedden

We use tensor analysis techniques for high-dimensional data to gain insight into pitch curves, which play an important role in linguistics research. In particular, we propose that…