21 citations · 33 across the 2 of their papers we have counts for
3 papers
stat.ML2016
High Dimensional Multivariate Regression and Precision Matrix Estimation via Nonconvex Optimization
Jinghui Chen, Quanquan Gu
We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent al…
stat.ML2015★ 12 cited
Towards Faster Rates and Oracle Property for Low-Rank Matrix Estimation
Huan Gui, Quanquan Gu
We present a unified framework for low-rank matrix estimation with nonconvex penalties. We first prove that the proposed estimator attains a faster statistical rate than the tradit…
stat.ML2015★ 21 cited
Local and Global Inference for High Dimensional Nonparanormal Graphical Models
Quanquan Gu, Yuan Cao, Yang Ning +1
This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the pro…