14 citations · 63 across the 16 of their papers we have counts for
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math.ST2019
Computing the degrees of freedom of rank-regularized estimators and cousins
Rahul Mazumder, Haolei Weng
Estimating a low rank matrix from its linear measurements is a problem of central importance in contemporary statistical analysis. The choice of tuning parameters for estimators re…
stat.ML2019
Does SLOPE outperform bridge regression?
Shuaiwen Wang, Haolei Weng, Arian Maleki
A recently proposed SLOPE estimator (arXiv:1407.3824) has been shown to adaptively achieve the minimax estimation rate under high-dimensional sparse linear regression mode…
math.ST2019★ 2 cited
Optimal estimation of functionals of high-dimensional mean and covariance matrix
Jianqing Fan, Haolei Weng, Yifeng Zhou
Motivated by portfolio allocation and linear discriminant analysis, we consider estimating a functional involving both the mean vector $\mathbfμ…