105 citations · 465 across the 21 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2020★ 1 cited
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection
Xiucai Ding, Fan Yang
Detection of the number of signals corrupted by high-dimensional noise is a fundamental problem in signal processing and statistics. This paper focuses on a general setting where t…
math.ST2018★ 11 cited
Optimally Weighted PCA for High-Dimensional Heteroscedastic Data
David Hong, Fan Yang, Jeffrey A. Fessler +1
Modern data are increasingly both high-dimensional and heteroscedastic. This paper considers the challenge of estimating underlying principal components from high-dimensional data…