14 citations · 63 across the 16 of their papers we have counts for
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math.ST2017
On the estimation of correlation in a binary sequence model
Haolei Weng, Yang Feng
We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a singl…
math.ST2017★ 13 cited
Which bridge estimator is optimal for variable selection?
Shuaiwen Wang, Haolei Weng, Arian Maleki
We study the problem of variable selection for linear models under the high-dimensional asymptotic setting, where the number of observations grows at the same rate as the numbe…
math.ST2017
Low noise sensitivity analysis of Lq-minimization in oversampled systems
Haolei Weng, Arian Maleki
The class of Lq-regularized least squares (LQLS) are considered for estimating a p-dimensional vector \b{eta} from its n noisy linear observations y = X\b{eta}+w. The performance o…