183 citations · 232 across the 3 of their papers we have counts for
3 papers
math.ST2013★ 183 cited
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
Lingzhou Xue, Hui Zou
A sparse precision matrix can be directly translated into a sparse Gaussian graphical model under the assumption that the data follow a joint normal distribution. This neat propert…
stat.ME2012★ 1 cited
Positive Definite Penalized Estimation of Large Covariance Matrices
Lingzhou Xue, Shiqian Ma, Hui Zou
The thresholding covariance estimator has nice asymptotic properties for estimating sparse large covariance matrices, but it often has negative eigenvalues when used in real data a…
math.ST2012★ 48 cited
Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
Lingzhou Xue, Hui Zou, Tianxi Cai
The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of hi…