166 citations · 585 across the 26 of their papers we have counts for
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math.ST2012★ 4 cited
Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation
T. Tony Cai, Weidong Liu, Harrison H. Zhou
Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrice…
stat.ME2012★ 84 cited
Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions
Weidong Liu, Xi Luo
This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for…