2 papers
math.ST2025
Finite sample rates of convergence for the Bigraphical and Tensor graphical Lasso estimators
Shuheng Zhou, Kristjan Greenewald
Many modern datasets exhibit dependencies among observations as well as variables. A decade ago, Kalaitzis et. al. (2013) proposed the Bigraphical Lasso, an estimator for precision…
math.ST2025
Thresholded Lasso for high dimensional variable selection
Shuheng Zhou
Given noisy samples with dimensions, where , we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can a…