21 citations · 129 across the 26 of their papers we have counts for
4 papers · 1 filter
Empirical Bayes PCA in high dimensions
Xinyi Zhong, Chang Su, Zhou Fan
When the dimension of data is comparable to or larger than the number of data samples, Principal Components Analysis (PCA) may exhibit problematic high-dimensional noise. In this w…
Approximate -penalized estimation of piecewise-constant signals on graphs
Zhou Fan, Leying Guan
We study recovery of piecewise-constant signals on graphs by the estimator minimizing an -edge-penalized objective. Although exact minimization of this objective may be comput…
Regularization for supervised learning via the "hubNet" procedure
Leying Guan, Zhou Fan, Robert Tibshirani
We propose a new method for supervised learning. The hubNet procedure fits a hub-based graphical model to the predictors, to estimate the amount of "connection" that each predictor…
Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences
Zhou Fan, Lester Mackey
Copy number variations in cancer cells and volatility fluctuations in stock prices are commonly manifested as changepoints occurring at the same positions across related data seque…