Weidong Liu works on high-dimensional statistics. Shanghai Jiao Tong University's institutional profile identifies this researcher and his focus on high-dimensional statistical inference.[ref]
His CLIME paper with Tony Cai and Xi Luo estimates a sparse precision matrix even when direct inversion of the sample covariance matrix is unsuitable. It controls while minimizing an entrywise absolute-value objective, then uses a symmetrization rule. Statistical accuracy requires assumptions on sparsity and the distribution's tails.[ref]
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