55 citations · 184 across the 12 of their papers we have counts for
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stat.ME2019
Distributed High-dimensional Regression Under a Quantile Loss Function
Xi Chen, Weidong Liu, Xiaojun Mao +1
This paper studies distributed estimation and support recovery for high-dimensional linear regression model with heavy-tailed noise. To deal with heavy-tailed noise whose variance…
stat.ME2011
A Direct Estimation Approach to Sparse Linear Discriminant Analysis
Tony Cai, Weidong Liu
This paper considers sparse linear discriminant analysis of high-dimensional data. In contrast to the existing methods which are based on separate estimation of the precision matri…
stat.ME2011★ 24 cited
A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation
Tony Cai, Weidong Liu, Xi Luo
A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of iid -variate random variables. The resulting estimato…