53 citations · 75 across the 19 of their papers we have counts for
20 papers
Phase transitions and approximations of mean squared error for state-space models with fractional differencing
Prabir Burman, Xiucai Ding, Robert H. Shumway
We study trend estimation in state-space models in which the trend has a fractional stochastic difference of order and the observation errors form a short-range-dependent sta…
Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices
Xiucai Ding, Yichen Hu, Jiahui Xie
Inference for spectral edges of large covariance matrices is a fundamental problem in high-dimensional statistics. A major difficulty is that the largest non-spiked sample eigenval…
Generalized Robust Adaptive-Bandwidth Multi-View Manifold Learning in High Dimensions with Noise
Xiucai Ding, Chao Shen, Hau-Tieng Wu
Multiview datasets are common in scientific and engineering applications, yet existing fusion methods offer limited theoretical guarantees, particularly in the presence of heteroge…
Structural Classification of Locally Stationary Time Series Based on Second-order Characteristics
Chen Qian, Xiucai Ding, Lexin Li
Time series classification is crucial for numerous scientific and engineering applications. In this article, we present a numerically efficient, practically competitive, and theore…
Simultaneous Sieve Estimation and Inference for Time-Varying Nonlinear Time Series Regression
Xiucai Ding, Zhou Zhou
In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators fo…
A Lanczos-Based Algorithmic Approach for Spike Detection in Large Sample Covariance Matrices
Charbel Abi Younes, Xiucai Ding, Thomas Trogdon
We introduce a new approach for estimating the number of spikes in a general class of spiked covariance models without directly computing the eigenvalues of the sample covariance m…
Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
Xiucai Ding, Yun Li, Fan Yang
This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider mod…
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
Xiucai Ding, Zhou Zhou
For stationary time series, it is common to use the plots of partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of such proces…
Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications
Xiucai Ding, Zhenggang Wang
In this paper, under the assumption that the dimension is much larger than the sample size, i.e., we consider the (unnormalized) sample covariance matrices $Q…
Tracy-Widom distribution for the edge eigenvalues of elliptical model
Xiucai Ding, Jiahui Xie
In this paper, we study the largest eigenvalues of sample covariance matrices with elliptically distributed data. We consider the sample covariance matrix where the data…
Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
Xiucai Ding, Jiahui Xie, Long Yu +1
We consider the extreme eigenvalues of the sample covariance matrix under the generalized elliptical model that Here is a bounded positive…
Spiked multiplicative random matrices and principal components
Xiucai Ding, Hong Chang Ji
In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the out…
Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression
Xiucai Ding, Zhou Zhou
In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametri…
Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications
Xiucai Ding, Zhou Zhou
Understanding the time-varying structure of complex temporal systems is one of the main challenges of modern time series analysis. In this paper, we show that every uniformly-posit…
The conjugate gradient algorithm on a general class of spiked covariance matrices
Xiucai Ding, Thomas Trogdon
We consider the conjugate gradient algorithm applied to a general class of spiked sample covariance matrices. The main result of the paper is that the norms of the error and residu…
Local laws for multiplication of random matrices
Xiucai Ding, Hong Chang Ji
Consider the random matrix model where and are two deterministic matrices and is either an Haar unitary or orthogonal…
Edge statistics of large dimensional deformed rectangular matrices
Xiucai Ding, Fan Yang
We consider the edge statistics of large dimensional deformed rectangular matrices of the form where is a deterministic signal matrix whose rank…
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…
Spiked separable covariance matrices and principal components
Xiucai Ding, Fan Yang
We introduce a class of separable sample covariance matrices of the form Here …
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Xiucai Ding, Fan Yang
In this paper, we prove a necessary and sufficient condition for the edge universality of sample covariance matrices with general population. We consider sample covariance matrices…