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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…