93 citations · 457 across the 22 of their papers we have counts for
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stat.ML2010★ 93 cited
High-dimensional covariance estimation based on Gaussian graphical models
Shuheng Zhou, Philipp Rutimann, Min Xu +1
Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using -penalization methods. We propose a…
math.ST2010★ 41 cited
Thresholded Lasso for high dimensional variable selection and statistical estimation
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…