13 citations · 34 across the 4 of their papers we have counts for
4 papers
Measuring the severity of multi-collinearity in high dimensions
Wei Q. Deng, Radu V. Craiu, Lei Sun
Multi-collinearity is a wide-spread phenomenon in modern statistical applications and when ignored, can negatively impact model selection and statistical inference. Classic tools a…
Solving the Empirical Bayes Normal Means Problem with Correlated Noise
Lei Sun, Matthew Stephens
The Normal Means problem plays a fundamental role in many areas of modern high-dimensional statistics, both in theory and practice. And the Empirical Bayes (EB) approach to solving…
Bayesian -regularized Least Squares
Nicholas G. Polson, Lei Sun
Bayesian -regularized least squares is a variable selection technique for high dimensional predictors. The challenge is optimizing a non-convex objective function via search o…
Likelihood of the Power Spectrum in Cosmological Parameter Estimation
L. Sun, Q. Wang, H. Zhan
The likelihood function is a crucial element of parameter estimation. In analyses of galaxy overdensities and weak lensing shear, one often approximates the likelihood of the power…