8 citations · 13 across the 4 of their papers we have counts for
4 papers
Canonical thresholding for non-sparse high-dimensional linear regression
Igor Silin, Jianqing Fan
We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural a…
Hypothesis testing for eigenspaces of covariance matrix
Igor Silin, Jianqing Fan
Eigenspaces of covariance matrices play an important role in statistical machine learning, arising in variety of modern algorithms. Quantitatively, it is convenient to describe the…
Finite sample Bernstein-von Mises theorems for functionals and spectral projectors of the covariance matrix
Igor Silin
We demonstrate that a prior influence on the posterior distribution of covariance matrix vanishes as sample size grows. The assumptions on a prior are explicit and mild. The result…
Bayesian inference for spectral projectors of the covariance matrix
Igor Silin, Vladimir Spokoiny
Let be i.i.d. sample in with zero mean and the covariance matrix . The classical PCA approach recovers the projector $\mathbf{P^*_{\…