Tony Cai

Tony Cai develops methods and theory for high-dimensional statistics, statistical decision theory and statistical machine learning. His research includes functional data analysis and applications to genomics.^[ref]

With Weidong Liu and Xi Luo, he introduced CLIME, estimating a sparse precision matrix through linear programming. Their results bound estimation error under sparsity and tail assumptions. The method makes a useful distinction between an optimization constraint and a theorem: positive definiteness of the final estimate is established under conditions, rather than imposed as a constraint in the columnwise programs.^[ref]