Xi Luo develops biostatistics and machine learning methods for biomedical data. His institutional profile identifies applications in neuroscience, genomics and disease research.[ref]
https://sph.uth.edu/faculty/index.htm?fac=pghNVLVTa9HXjk5wwNYG3A%3D%3D. Official Xi Luo research profile
With Tony Cai and Weidong Liu, he developed CLIME for sparse precision matrix estimation. The method constrains the error of an approximate inverse of the sample covariance matrix and minimizes an entrywise absolute-value objective. Its computation separates into columnwise linear programs.[ref]
A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation by Tony Cai and others. Section2, original formulation and columnwise decomposition
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