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math.ST2020
Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model
Zhou Fan, Yi Sun, Tianhao Wang +1
We study the non-convex optimization landscape for maximum likelihood estimation in the discrete orbit recovery model with Gaussian noise. This model is motivated by applications i…
math.ST2018
Spiked covariances and principal components analysis in high-dimensional random effects models
Zhou Fan, Iain M. Johnstone, Yi Sun
We study principal components analyses in multivariate random and mixed effects linear models, assuming a spherical-plus-spikes structure for the covariance matrix of each random e…