84 citations · 108 across the 2 of their papers we have counts for
2 papers
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…
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…