= Weidong Liu
{c}
<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>.https://en.zhiyuan.sjtu.edu.cn/en/faculty/94/detail[Institutional name and research area]{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 $\|\widehat\Sigma\Omega-I\|_{\max}$ while minimizing an entrywise absolute-value objective, then uses a symmetrization rule. Statistical accuracy requires assumptions on sparsity and the distribution's tails.<A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation by Tony Cai and others>[Section2 and convergence results]{ref}
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