21 citations · 53 across the 10 of their papers we have counts for
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math.PR2018
TAP free energy, spin glasses, and variational inference
Zhou Fan, Song Mei, Andrea Montanari
We consider the Sherrington-Kirkpatrick model of spin glasses with ferromagnetically biased couplings. For a specific choice of the couplings mean, the resulting Gibbs measure is e…
math.ST2018
Spiked covariances and principal components analysis in high-dimensional random effects models
Zhou Fan, Iain M. Johnstone, Yi Sun
We study principal components analyses in multivariate random and mixed effects linear models, assuming a spherical-plus-spikes structure for the covariance matrix of each random e…