Harrison H. Zhou
Statistics and Probability · 2008–2016
A researcher in the Science corpus: 10 papers; trusts 92 researchers and is trusted by 38 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 154 citations into it; #1,396 of 12,932 by trust here, #1,057 by citations
- Computational Mechanics — 62 citations into it; #6,198 of 10,001 by trust here, #6,287 by citations
- Artificial Intelligence — 60 citations into it; #13,750 of 35,345 by trust here, #21,878 by citations
- Finance — 24 citations into it; #8,375 of 10,518 by trust here, #8,309 by citations
- Signal Processing — 21 citations into it; #1,474 of 7,572 by trust here, #1,485 by citations
- Computer Vision and Pattern Recognition — 19 citations into it; #17,648 of 21,575 by trust here, #19,310 by citations
- Statistical Learning Theory — 19 citations into it
- Applied Mathematics — 18 citations into it; #4,381 of 7,620 by trust here, #2,583 by citations
Whom Harrison H. Zhou trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tommaso Cai
- Peter J. Bickel
- Jianqing Fan
- Iain M. Johnstone
- Noureddine El Karoui
- Clifford Lam
- Ming Yuan
- Bin Yu
- Elizaveta Levina
- Robert Tibshirani
Who trusts Harrison H. Zhou overall
- Tommaso Cai
- Jianqing Fan
- Zhao Ren
- Lingzhou Xue
- Minjing Tao
- Yacine Aït-Sahalia
- Lawrence D. Brown
- Marten H. Wegkamp
- Clifford Lam
- Chao Gao
Papers from Harrison H. Zhou's perspective
Ordered by how strongly the researchers Harrison H. Zhou trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- On the distribution of the largest eigenvalue in principal components analysis
- High-dimensional graphs and variable selection with the Lasso
- Model selection and estimation in the Gaussian graphical model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- PATHWISE COORDINATE OPTIMIZATION
- Regularized estimation of large covariance matrices
- The Adaptive Lasso and Its Oracle Properties
- Covariance matrix selection and estimation via penalised normal likelihood
- SIMULTANEOUS ANALYSIS OF LASSO AND DANTZIG SELECTOR
Their papers
- Optimal rates of convergence for covariance matrix estimation (2010) — 504 citations
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (2013) — 259 citations
- MINIMAX ESTIMATION OF LARGE COVARIANCE MATRICES UNDER ℓ1-NORM (2012) — 135 citations
- A data-driven block thresholding approach to wavelet estimation (2009) — 112 citations
- Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation (2012) — 220 citations
- Asymptotic equivalence of spectral density estimation and gaussian white noise (2009) — 54 citations
- OPTIMAL SPARSE VOLATILITY MATRIX ESTIMATION FOR HIGH-DIMENSIONAL ITÔ PROCESSES WITH MEASUREMENT ERRORS (2013) — 73 citations
- Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation (2016) — 243 citations
- Nonparametric regression in exponential families (2010) — 58 citations
- Robust nonparametric estimation via wavelet median regression (2008) — 53 citations