9 citations · 22 across the 10 of their papers we have counts for
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math.ST2019
Minimax rates in sparse, high-dimensional changepoint detection
Haoyang Liu, Chao Gao, Richard J. Samworth
We study the detection of a sparse change in a high-dimensional mean vector as a minimax testing problem. Our first main contribution is to derive the exact minimax testing rate ac…
stat.ML2019★ 3 cited
Exact high-dimensional asymptotics for Support Vector Machine
Haoyang Liu
The Support Vector Machine (SVM) is one of the most widely used classification methods. In this paper, we consider the soft-margin SVM used on data points with independent features…
math.OC2019
Low-rank Matrix Optimization Using Polynomial-filtered Subspace Extraction
Yongfeng Li, Haoyang Liu, Zaiwen Wen +1
In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional firs…