2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.ME2023★ 2 cited
Sparse Positive-Definite Estimation for Covariance Matrices with Repeated Measurements
Sunpeng Duan, Guo Yu, Juntao Duan +1
Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and…
stat.ML2022
Recover the spectrum of covariance matrix: a non-asymptotic iterative method
Juntao Duan, Ionel Popescu, Heinrich Matzinger
It is well known the sample covariance has a consistent bias in the spectrum, for example spectrum of Wishart matrix follows the Marchenko-Pastur law. We in this work introduce an…