Edit Profile Liu, Weidong Compute Distance To: Compute Author ID: liu.weidong Published as: Liu, W.; Liu, Wei Dong; Liu, Wei-Dong; Liu, WeiDong; Liu, Weidong Homepage: http://math.sjtu.edu.cn/faculty/weidongl/ External Links: dblp Documents Indexed: 51 Publications since 2006 all top 5 Co-Authors 1 single-authored 12 Lin, Zhengyan 8 Cai, Tony Tony 6 Shao, Qi-Man 5 Wu, Wei Biao 4 Zhang, Li-Xin 3 Fu, Ke’ang 2 Li, Hongzhe 2 Luo, Xi 2 Wang, Qiying 2 Xie, Jichun 2 Yang, Xiaorong 1 Berkes, István 1 Cai, Tianxi 1 Li, Degui 1 Li, Deli 1 Liao, Katherine P. 1 Ling, Shiqing 1 Liu, Junxia 1 Rosalsky, Andrew 1 Shan, Anfeng 1 Xia, Yin 1 Xiao, Han 1 Zhou, Harrison H. all top 5 Serials 7 The Annals of Statistics 4 Journal of the American Statistical Association 4 Statistica Sinica 2 Statistics & Probability Letters 2 Stochastic Analysis and Applications 2 Bernoulli 2 Acta Mathematica Sinica. English Series 2 Journal of Zhejiang University. Science Edition 1 Computers & Mathematics with Applications 1 The Annals of Probability 1 Biometrika 1 Journal of Multivariate Analysis 1 Chinese Annals of Mathematics. Series A 1 Probability Theory and Related Fields 1 Applied Mathematics Letters 1 Science in China. Series A 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Electronic Communications in Probability 1 Econometric Theory all top 5 Fields 26 Statistics (62-XX) 22 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 3 Operations research, mathematical programming (90-XX) 2 Biology and other natural sciences (92-XX) 1 Combinatorics (05-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 38 Publications have been cited 633 times in 468 Documents Cited by ▼ Year ▼ A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation. Zbl 1232.62087Cai, Tony; Liu, Weidong; Luo, Xi 139 2011 Adaptive thresholding for sparse covariance matrix estimation. Zbl 1232.62086Cai, Tony; Liu, Weidong 98 2011 A direct estimation approach to sparse linear discriminant analysis. Zbl 1233.62129Cai, Tony; Liu, Weidong 52 2011 Two-sample covariance matrix testing and support recovery in high-dimensional and sparse settings. Zbl 06158341Cai, Tony; Liu, Weidong; Xia, Yin 37 2013 Precise asymptotics for a new kind of complete moment convergence. Zbl 1104.60015Liu, Weidong; Lin, Zhengyan 30 2006 Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation. Zbl 1341.62115Cai, T. Tony; Liu, Weidong; Zhou, Harrison H. 29 2016 Gaussian graphical model estimation with false discovery rate control. Zbl 1288.62094Liu, Weidong 28 2013 Asymptotics of spectral density estimates. Zbl 1294.62077Liu, Weidong; Wu, Wei Biao 26 2010 The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization. Zbl 1154.60021Liu, Wei-Dong; Lin, Zhengyan; Shao, Qi-Man 26 2008 Komlós-Major-Tusnády approximation under dependence. Zbl 1308.60037Berkes, István; Liu, Weidong; Wu, Wei Biao 19 2014 Strong approximation for a class of stationary processes. Zbl 1157.60311Liu, Weidong; Lin, Zhengyan 18 2009 Covariate-adjusted precision matrix estimation with an application in genetical genomics. Zbl 1284.62648Cai, T. Tony; Li, Hongzhe; Liu, Weidong; Xie, Jichun 14 2013 Probability and moment inequalities under dependence. Zbl 06202706Liu, Weidong; Xiao, Han; Wu, Wei Biao 14 2013 Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix. Zbl 1210.62010Li, Deli; Liu, Wei-Dong; Rosalsky, Andrew 11 2010 Simultaneous nonparametric inference of time series. Zbl 1202.62048Liu, Weidong; Wu, Wei Biao 10 2010 A Cramér moderate deviation theorem for Hotelling’s \(T^{2}\)-statistic with applications to global tests. Zbl 1347.62032Liu, Weidong; Shao, Qi-Man 8 2013 Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control. Zbl 1305.62213Liu, Weidong; Shao, Qi-Man 7 2014 Self-normalized Cramér type moderate deviations for the maximum of sums. Zbl 1273.60032Liu, Weidong; Shao, Qi-Man; Wang, Qiying 7 2013 On non-stationary threshold autoregressive models. Zbl 1221.62127Liu, Weidong; Ling, Shiqing; Shao, Qi-Man 7 2011 On maxima of periodograms of stationary processes. Zbl 1206.62017Lin, Zhengyan; Liu, Weidong 7 2009 Joint estimation of multiple high-dimensional precision matrices. Zbl 1356.62066Cai, T. Tony; Li, Hongzhe; Liu, Weidong; Xie, Jichun 6 2016 Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series. Zbl 1202.62127Liu, Weidong; Shao, Qi-Man 6 2010 Asymptotics for self-normalized random products of sums for mixing sequences. Zbl 1123.60302Liu, Weidong; Lin, Zheng-Yan 5 2007 Fast and adaptive sparse precision matrix estimation in high dimensions. Zbl 1307.62148Liu, Weidong; Luo, Xi 4 2015 A LIL for independent non-identically distributed random variables in Banach space and its applications. Zbl 1152.60030Liu, WeiDong; Fu, KeAng; Zhang, LiXin 4 2008 Asymptotics for self-normalized random products of sums for mixing sequences. Zbl 1115.60027Liu, Weidong; Lin, Zheng-Yan 4 2007 Quantile regression under memory constraint. Zbl 1436.62134Chen, Xi; Liu, Weidong; Zhang, Yichen 2 2019 Convergence rates of tail probabilities for sums under dependence assumptions. Zbl 1202.60051Yang, Xiao Rong; Liu, Wei Dong; Fu, Ke Ang; Zhang, Lin Xin 2 2010 Precise asymptotics in the law of logarithm under dependence assumptions. Zbl 1155.62380Yang, Xiao-Rong; Liu, Wei-Dong; Zhang, Li-Xin 2 2008 Precise rates in the law of the iterated logarithm under dependence assumptions. Zbl 1146.60027Liu, Wei Dong; Lin, Zheng Yan 2 2008 Precise asymptotics for the first moment of the error variance estimator in linear models. Zbl 1136.62359Fu, Ke-Ang; Liu, Wei-Dong; Zhang, Li-Xin 2 2008 The accuracy and stability of CN-WSGD schemes for space fractional diffusion equation. Zbl 07085959Lin, Fu-Rong; Liu, Wei-Dong 1 2020 Large-scale simultaneous testing of cross-covariance matrices with applications to PheWAS. Zbl 1422.62262Cai, Tianxi; Cai, T. Tony; Liao, Katherine; Liu, Weidong 1 2019 Solutions of the BiHom-Yang-Baxter equation. Zbl 1442.16035Fang, X.-L.; Liu, W. 1 2018 Testing independence with high-dimensional correlated samples. Zbl 1395.62130Chen, Xi; Liu, Weidong 1 2018 Simultaneous nonparametric regression analysis of sparse longitudinal data. Zbl 1419.62081Cao, Hongyuan; Liu, Weidong; Zhou, Zhou 1 2018 Structural similarity and difference testing on multiple sparse Gaussian graphical models. Zbl 06838147Liu, Weidong 1 2017 Some LIL type results on the partial sums and trimmed sums with multidimensional indices. Zbl 1129.60031Liu, Wei-Dong; Lin, Zheng-Yan 1 2007 The accuracy and stability of CN-WSGD schemes for space fractional diffusion equation. Zbl 07085959Lin, Fu-Rong; Liu, Wei-Dong 1 2020 Quantile regression under memory constraint. Zbl 1436.62134Chen, Xi; Liu, Weidong; Zhang, Yichen 2 2019 Large-scale simultaneous testing of cross-covariance matrices with applications to PheWAS. Zbl 1422.62262Cai, Tianxi; Cai, T. Tony; Liao, Katherine; Liu, Weidong 1 2019 Solutions of the BiHom-Yang-Baxter equation. Zbl 1442.16035Fang, X.-L.; Liu, W. 1 2018 Testing independence with high-dimensional correlated samples. Zbl 1395.62130Chen, Xi; Liu, Weidong 1 2018 Simultaneous nonparametric regression analysis of sparse longitudinal data. Zbl 1419.62081Cao, Hongyuan; Liu, Weidong; Zhou, Zhou 1 2018 Structural similarity and difference testing on multiple sparse Gaussian graphical models. Zbl 06838147Liu, Weidong 1 2017 Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation. Zbl 1341.62115Cai, T. Tony; Liu, Weidong; Zhou, Harrison H. 29 2016 Joint estimation of multiple high-dimensional precision matrices. Zbl 1356.62066Cai, T. Tony; Li, Hongzhe; Liu, Weidong; Xie, Jichun 6 2016 Fast and adaptive sparse precision matrix estimation in high dimensions. Zbl 1307.62148Liu, Weidong; Luo, Xi 4 2015 Komlós-Major-Tusnády approximation under dependence. Zbl 1308.60037Berkes, István; Liu, Weidong; Wu, Wei Biao 19 2014 Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control. Zbl 1305.62213Liu, Weidong; Shao, Qi-Man 7 2014 Two-sample covariance matrix testing and support recovery in high-dimensional and sparse settings. Zbl 06158341Cai, Tony; Liu, Weidong; Xia, Yin 37 2013 Gaussian graphical model estimation with false discovery rate control. Zbl 1288.62094Liu, Weidong 28 2013 Covariate-adjusted precision matrix estimation with an application in genetical genomics. Zbl 1284.62648Cai, T. Tony; Li, Hongzhe; Liu, Weidong; Xie, Jichun 14 2013 Probability and moment inequalities under dependence. Zbl 06202706Liu, Weidong; Xiao, Han; Wu, Wei Biao 14 2013 A Cramér moderate deviation theorem for Hotelling’s \(T^{2}\)-statistic with applications to global tests. Zbl 1347.62032Liu, Weidong; Shao, Qi-Man 8 2013 Self-normalized Cramér type moderate deviations for the maximum of sums. Zbl 1273.60032Liu, Weidong; Shao, Qi-Man; Wang, Qiying 7 2013 A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation. Zbl 1232.62087Cai, Tony; Liu, Weidong; Luo, Xi 139 2011 Adaptive thresholding for sparse covariance matrix estimation. Zbl 1232.62086Cai, Tony; Liu, Weidong 98 2011 A direct estimation approach to sparse linear discriminant analysis. Zbl 1233.62129Cai, Tony; Liu, Weidong 52 2011 On non-stationary threshold autoregressive models. Zbl 1221.62127Liu, Weidong; Ling, Shiqing; Shao, Qi-Man 7 2011 Asymptotics of spectral density estimates. Zbl 1294.62077Liu, Weidong; Wu, Wei Biao 26 2010 Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix. Zbl 1210.62010Li, Deli; Liu, Wei-Dong; Rosalsky, Andrew 11 2010 Simultaneous nonparametric inference of time series. Zbl 1202.62048Liu, Weidong; Wu, Wei Biao 10 2010 Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series. Zbl 1202.62127Liu, Weidong; Shao, Qi-Man 6 2010 Convergence rates of tail probabilities for sums under dependence assumptions. Zbl 1202.60051Yang, Xiao Rong; Liu, Wei Dong; Fu, Ke Ang; Zhang, Lin Xin 2 2010 Strong approximation for a class of stationary processes. Zbl 1157.60311Liu, Weidong; Lin, Zhengyan 18 2009 On maxima of periodograms of stationary processes. Zbl 1206.62017Lin, Zhengyan; Liu, Weidong 7 2009 The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization. Zbl 1154.60021Liu, Wei-Dong; Lin, Zhengyan; Shao, Qi-Man 26 2008 A LIL for independent non-identically distributed random variables in Banach space and its applications. Zbl 1152.60030Liu, WeiDong; Fu, KeAng; Zhang, LiXin 4 2008 Precise asymptotics in the law of logarithm under dependence assumptions. Zbl 1155.62380Yang, Xiao-Rong; Liu, Wei-Dong; Zhang, Li-Xin 2 2008 Precise rates in the law of the iterated logarithm under dependence assumptions. Zbl 1146.60027Liu, Wei Dong; Lin, Zheng Yan 2 2008 Precise asymptotics for the first moment of the error variance estimator in linear models. Zbl 1136.62359Fu, Ke-Ang; Liu, Wei-Dong; Zhang, Li-Xin 2 2008 Asymptotics for self-normalized random products of sums for mixing sequences. Zbl 1123.60302Liu, Weidong; Lin, Zheng-Yan 5 2007 Asymptotics for self-normalized random products of sums for mixing sequences. Zbl 1115.60027Liu, Weidong; Lin, Zheng-Yan 4 2007 Some LIL type results on the partial sums and trimmed sums with multidimensional indices. Zbl 1129.60031Liu, Wei-Dong; Lin, Zheng-Yan 1 2007 Precise asymptotics for a new kind of complete moment convergence. Zbl 1104.60015Liu, Weidong; Lin, Zhengyan 30 2006 all cited Publications top 5 cited Publications all top 5 Cited by 770 Authors 19 Cai, Tony Tony 14 Fan, Jianqing 13 Liu, Han 13 Wu, Wei Biao 11 Liu, Weidong 10 Shao, Qi-Man 9 Horváth, Lajos 8 Zhou, Wen-Xin 7 Cuny, Christophe 7 Jiang, Binyan 7 Jiang, Tiefeng 6 Dedecker, Jérôme 6 Fu, Ke’ang 6 Leng, Chenlei 6 Ren, Zhao 6 Xia, Yin 6 Zhang, Xinsheng 6 Zhou, Harrison H. 5 Berkes, István 5 Bodnar, Taras 5 Li, Hongzhe 5 Lin, Zhengyan 5 Merlevède, Florence 5 Ning, Yang 5 Xiao, Xiaoyong 5 Xie, Junshan 5 Yin, Hongwei 5 Zhang, Li-Xin 5 Zhu, Lixing 5 Zou, Hui 4 Dette, Holger 4 Fan, Xiequan 4 Fan, Yingying 4 He, Jianjun 4 He, Yong 4 Jirak, Moritz 4 Kolar, Mladen 4 Mallick, Bani K. 4 Pan, Guangming 4 Parolya, Nestor R. 4 Rice, Gregory 4 Wang, Weichen 4 Xue, Lingzhou 4 Yang, Xiaoyun 4 Zhang, Yong 4 Zheng, Shurong 3 Aue, Alexander 3 Bai, Zhi-Dong 3 Banerjee, Sayantan 3 Bunea, Florentina 3 Chang, Jinyuan 3 Chen, Xiaohui 3 Chen, Zehua 3 Cheng, Guang 3 Fang, Ethan X. 3 Gaynanova, Irina 3 Ghosal, Subhashis 3 Han, Fang 3 Hörmann, Siegfried 3 Jeng, X. Jessie 3 Kim, Donggyu 3 Kong, Xinbing 3 Kubokawa, Tatsuya 3 Lan, Wei 3 Li, Deli 3 Li, Runze 3 Lian, Heng 3 Liao, Yuan 3 Lim, Johan 3 Ling, Shiqing 3 Liu, Yufeng 3 Luo, Shan 3 Mai, Qing 3 Miao, Yu 3 Nadler, Boaz 3 Neykov, Matey 3 Pati, Debdeep 3 Rosalsky, Andrew 3 Safo, Sandra E. 3 Shojaie, Ali 3 Truquet, Lionel 3 Wang, Hanchao 3 Wang, Hansheng 3 Wang, Yazhen 3 Wong, Hoi Ying 3 Xia, Lucy 3 Xie, Tingfan 3 Yu, Guan 3 Yuan, Ming 3 Zang, Qingpei 3 Zhang, Anru 3 Zhao, Yuexu 3 Zheng, Zemin 3 Zhou, Cheng 2 Ahn, Jeongyoun 2 Aoshima, Makoto 2 Bailey, Natalia 2 Bhattacharya, Anirban 2 Bielza, Concha 2 Bose, Arup ...and 670 more Authors all top 5 Cited in 104 Serials 56 The Annals of Statistics 41 Journal of Multivariate Analysis 29 Electronic Journal of Statistics 27 Computational Statistics and Data Analysis 25 Bernoulli 22 Journal of Econometrics 21 Journal of the American Statistical Association 12 Communications in Statistics. Theory and Methods 12 Journal of Machine Learning Research (JMLR) 11 Statistics & Probability Letters 10 Journal of Statistical Planning and Inference 9 Stochastic Processes and their Applications 9 Acta Mathematica Sinica. English Series 8 Science China. Mathematics 7 Biometrics 6 Journal of Mathematical Analysis and Applications 6 The Annals of Probability 6 Test 5 Journal of Time Series Analysis 5 Probability Theory and Related Fields 5 Journal of Inequalities and Applications 5 Statistics and Computing 4 Abstract and Applied Analysis 4 Econometric Theory 4 The Annals of Applied Statistics 4 Bayesian Analysis 3 Annals of the Institute of Statistical Mathematics 3 Acta Mathematicae Applicatae Sinica. English Series 3 Statistics 3 Statistical Science 3 Journal of Theoretical Probability 3 Journal of Statistical Computation and Simulation 3 Stochastics and Dynamics 3 Statistical Analysis and Data Mining 3 Random Matrices: Theory and Applications 2 The Canadian Journal of Statistics 2 Computers & Mathematics with Applications 2 Journal of Statistical Physics 2 Scandinavian Journal of Statistics 2 Machine Learning 2 Neural Computation 2 Computational Statistics 2 Linear Algebra and its Applications 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Mathematical Programming. Series A. Series B 2 Computational Optimization and Applications 2 Theory of Probability and Mathematical Statistics 2 Mathematical Methods of Statistics 2 Statistical Papers 2 Journal of Nonparametric Statistics 2 Methodology and Computing in Applied Probability 2 Journal of the Korean Statistical Society 2 Sankhyā. Series A 1 Communications in Mathematical Physics 1 Inverse Problems 1 Journal of Mathematical Physics 1 Lithuanian Mathematical Journal 1 Metrika 1 Russian Mathematical Surveys 1 Ukrainian Mathematical Journal 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Journal of Computational and Applied Mathematics 1 Mathematische Nachrichten 1 Mathematica Slovaca 1 Metron 1 Quarterly of Applied Mathematics 1 Theoretical Computer Science 1 Transactions of the American Mathematical Society 1 Ergodic Theory and Dynamical Systems 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Acta Mathematica Hungarica 1 Applied Numerical Mathematics 1 International Journal of Approximate Reasoning 1 European Journal of Operational Research 1 Pattern Recognition 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Advances in Applied Clifford Algebras 1 Statistica Sinica 1 Discrete and Continuous Dynamical Systems 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Extremes 1 Statistical Inference for Stochastic Processes 1 The ANZIAM Journal 1 Journal of Systems Science and Complexity 1 Statistical Applications in Genetics and Molecular Biology 1 Analysis and Applications (Singapore) 1 Mediterranean Journal of Mathematics 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Advances in Data Analysis and Classification. ADAC 1 Computational & Mathematical Methods in Medicine 1 SIAM Journal on Imaging Sciences 1 Communications in Theoretical Physics 1 SIAM Journal on Financial Mathematics 1 Mathematical Programming Computation 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM ...and 4 more Serials all top 5 Cited in 24 Fields 369 Statistics (62-XX) 140 Probability theory and stochastic processes (60-XX) 26 Numerical analysis (65-XX) 26 Computer science (68-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Biology and other natural sciences (92-XX) 13 Linear and multilinear algebra; matrix theory (15-XX) 12 Combinatorics (05-XX) 10 Operations research, mathematical programming (90-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Operator theory (47-XX) 3 Information and communication theory, circuits (94-XX) 1 Nonassociative rings and algebras (17-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Astronomy and astrophysics (85-XX) 1 Systems theory; control (93-XX) Citations by Year