55 citations · 190 across the 14 of their papers we have counts for
Showing 2011 · stat.MEShow all
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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…