9 citations · 10 across the 2 of their papers we have counts for
2 papers
stat.ME2022★ 1 cited
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…
stat.ME2018★ 9 cited
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…