{"id":"https://openalex.org/W4401692528","doi":"https://doi.org/10.1109/isit57864.2024.10619419","title":"Guaranteed Robust Large Precision Matrix Estimation Under t-Distribution","display_name":"Guaranteed Robust Large Precision Matrix Estimation Under t-Distribution","publication_year":2024,"publication_date":"2024-07-07","ids":{"openalex":"https://openalex.org/W4401692528","doi":"https://doi.org/10.1109/isit57864.2024.10619419"},"language":"en","primary_location":{"id":"doi:10.1109/isit57864.2024.10619419","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit57864.2024.10619419","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE International Symposium on Information Theory (ISIT)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5015581947","display_name":"Fengpei Li","orcid":"https://orcid.org/0000-0003-0904-4723"},"institutions":[{"id":"https://openalex.org/I30809798","display_name":"ShanghaiTech University","ror":"https://ror.org/030bhh786","country_code":"CN","type":"education","lineage":["https://openalex.org/I30809798"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Fengpei Li","raw_affiliation_strings":["School of Information Science and Technology ShanghaiTech University,Shanghai,China"],"affiliations":[{"raw_affiliation_string":"School of Information Science and Technology ShanghaiTech University,Shanghai,China","institution_ids":["https://openalex.org/I30809798"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100675627","display_name":"Ziping Zhao","orcid":"https://orcid.org/0000-0001-7431-6444"},"institutions":[{"id":"https://openalex.org/I30809798","display_name":"ShanghaiTech University","ror":"https://ror.org/030bhh786","country_code":"CN","type":"education","lineage":["https://openalex.org/I30809798"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ziping Zhao","raw_affiliation_strings":["School of Information Science and Technology ShanghaiTech University,Shanghai,China"],"affiliations":[{"raw_affiliation_string":"School of Information Science and Technology ShanghaiTech University,Shanghai,China","institution_ids":["https://openalex.org/I30809798"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5015581947"],"corresponding_institution_ids":["https://openalex.org/I30809798"],"apc_list":null,"apc_paid":null,"fwci":0.275,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.52392412,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"3414","last_page":"3419"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10057","display_name":"Face and Expression Recognition","score":0.9757000207901001,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10057","display_name":"Face and Expression Recognition","score":0.9757000207901001,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9470999836921692,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5495872497558594},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.5461028218269348},{"id":"https://openalex.org/keywords/matrix","display_name":"Matrix (chemical analysis)","score":0.4669097065925598},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.445659339427948},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.34617534279823303},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3394858241081238},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2600131630897522},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.13265231251716614}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5495872497558594},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5461028218269348},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.4669097065925598},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.445659339427948},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.34617534279823303},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3394858241081238},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2600131630897522},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.13265231251716614},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C201995342","wikidata":"https://www.wikidata.org/wiki/Q682496","display_name":"Systems engineering","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/isit57864.2024.10619419","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit57864.2024.10619419","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE International Symposium on Information Theory (ISIT)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W216325278","https://openalex.org/W1579925870","https://openalex.org/W1862068047","https://openalex.org/W1974105260","https://openalex.org/W1989727964","https://openalex.org/W2003321378","https://openalex.org/W2004907526","https://openalex.org/W2010824638","https://openalex.org/W2013029130","https://openalex.org/W2027671672","https://openalex.org/W2028080004","https://openalex.org/W2081746825","https://openalex.org/W2099413686","https://openalex.org/W2132555912","https://openalex.org/W2134056163","https://openalex.org/W2134305330","https://openalex.org/W2150278081","https://openalex.org/W2151128232","https://openalex.org/W2165408259","https://openalex.org/W2188692957","https://openalex.org/W2559655401","https://openalex.org/W2604272474","https://openalex.org/W2766292535","https://openalex.org/W2962737134","https://openalex.org/W2964232515","https://openalex.org/W3004306929","https://openalex.org/W3034985331","https://openalex.org/W3103311997","https://openalex.org/W3105678191","https://openalex.org/W3192637965","https://openalex.org/W3213719462","https://openalex.org/W4211128380","https://openalex.org/W4212774754","https://openalex.org/W4235669710","https://openalex.org/W4238253035","https://openalex.org/W4388323202","https://openalex.org/W6682227116","https://openalex.org/W6684852674","https://openalex.org/W6684986341","https://openalex.org/W6686259921","https://openalex.org/W6686540645","https://openalex.org/W6742108708"],"related_works":["https://openalex.org/W2051487156","https://openalex.org/W2073681303","https://openalex.org/W2053286651","https://openalex.org/W2770593030","https://openalex.org/W2181743346","https://openalex.org/W2187401768","https://openalex.org/W3154990682","https://openalex.org/W2181413294","https://openalex.org/W2560201613","https://openalex.org/W2989452537"],"abstract_inverted_index":{"Large":[0],"precision":[1,41],"matrix":[2,42],"estimation":[3,43,88,98],"is":[4],"a":[5,35,67,80],"crucial":[6],"problem":[7],"in":[8],"high-dimensional":[9],"multivariate":[10],"data":[11,15,75],"analytics.":[12],"When":[13],"the":[14,56,62,71,86,93,97,102,108,113,116],"exhibit":[16],"heavy-tailedness":[17,73],"or":[18],"outliers,":[19],"existing":[20],"estimators":[21],"based":[22,44],"on":[23,45,96],"Gaussian":[24],"distribution":[25],"assumption":[26],"become":[27],"inefficient.":[28],"In":[29],"this":[30],"paper,":[31],"we":[32,78,91],"introduce":[33],"tLasso,":[34],"novel":[36],"adaptive":[37],"model":[38],"for":[39],"robust":[40],"an":[46],"<tex":[47],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[48],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">$\\ell_{1}$</tex>":[49],"-penalized":[50],"t-distribution":[51,63],"log-likelihood":[52],"function.":[53],"We":[54],"assume":[55],"degree":[57],"of":[58,61,74,107,115],"freedom":[59],"parameter":[60],"to":[64,70,84],"be":[65],"unknown":[66],"priori,":[68],"adapting":[69],"arbitrary":[72],"distributions.":[76],"Then":[77],"propose":[79],"regularized":[81],"MCECM":[82],"algorithm":[83],"solve":[85],"non-convex":[87],"problem.":[89],"Theoretically,":[90],"prove":[92],"non-asymptotic":[94],"bound":[95],"error,":[99],"which":[100],"establishes":[101],"computational":[103],"and":[104],"statistical":[105],"guarantees":[106],"algorithm.":[109],"Numerical":[110],"simulations":[111],"validate":[112],"effectiveness":[114],"proposed":[117],"estimator.":[118]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2025-12-26T23:08:49.675405","created_date":"2025-10-10T00:00:00"}