156 citations · 257 across the 30 of their papers we have counts for
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On Variable Ordination of Modified Cholesky Decomposition for Sparse Covariance Matrix Estimation
Xiaoning Kang, Xinwei Deng
Estimation of large sparse covariance matrices is of great importance for statistical analysis, especially in the high-dimensional settings. The traditional approach such as the sa…
An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation
Elias D. Nino, Adrian Sandu, Xinwei Deng
This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementati…
Estimation in high-dimensional linear models with deterministic design matrices
Jun Shao, Xinwei Deng
Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimati…
Sparse linear discriminant analysis by thresholding for high dimensional data
Jun Shao, Yazhen Wang, Xinwei Deng +1
In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject…