323 citations · 607 across the 25 of their papers we have counts for
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Strong oracle optimality of folded concave penalized estimation
Jianqing Fan, Lingzhou Xue, Hui Zou
Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usual…
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…
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…
Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
Shiqian Ma, Lingzhou Xue, Hui Zou
Chandrasekaran, Parrilo and Willsky (2010) proposed a convex optimization problem to characterize graphical model selection in the presence of unobserved variables. This convex opt…