4 papers
On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions
Moming Wang, Ningning Xia, You Zhou
Due to the mechanism of recording, the presence of multiple transactions at each recording time becomes a common feature for high-frequency data in financial market. Using random m…
Channel Estimation in mmWave Hybrid MIMO System via Off-Grid Dirichlet Kernels
Chethan Kumar Anjinappa, You Zhou, Yavuz Yapici +2
In this paper, we tackle channel estimation in millimeter-wave hybrid multiple-input multiple-output systems by considering off-grid effects. In particular, we assume that spatial…
Nonlinear Function Estimation with Empirical Bayes and Approximate Message Passing
Hangjin Liu, You, Zhou +2
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a l…
An Approximate Message Passing Framework for Side Information
Anna Ma, You, Zhou +3
Approximate message passing (AMP) methods have gained recent traction in sparse signal recovery. Additional information about the signal, or \emph{side information} (SI), is common…