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20112020
most citedThe cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data

3 citations · 5 across the 3 of their papers we have counts for

collaborators

9 papers

math.ST2020

Minimax bounds for estimating multivariate Gaussian location mixtures

Arlene K. H. Kim, Adityanand Guntuboyina

We prove minimax bounds for estimating Gaussian location mixtures on under the squared and the squared Hellinger loss functions. Under the squared loss,…

math.ST2018

Adaptation in multivariate log-concave density estimation

Oliver Y. Feng, Adityanand Guntuboyina, Arlene K. H. Kim +1

We study the adaptation properties of the multivariate log-concave maximum likelihood estimator over three subclasses of log-concave densities. The first consists of densities with…

stat.ME2017★ 3 cited

The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data

Arlene K. H. Kim, Seung Jun Shin

We propose a cumulative Kolmogorov filter to improve the fused Kolmogorov filter proposed by Zou (2015) via cumulative slicing. We establish an improved asymptotic result under rel…

math.ST2016★ 2 cited

Adaptation in log-concave density estimation

Arlene K. H. Kim, Adityanand Guntuboyina, Richard J. Samworth

The log-concave maximum likelihood estimator of a density on the real line based on a sample of size is known to attain the minimax optimal rate of convergence of …

math.ST2015

An iterative hard thresholding estimator for low rank matrix recovery with explicit limiting distribution

Alexandra Carpentier, Arlene K. H. Kim

We consider the problem of low rank matrix recovery in a stochastically noisy high dimensional setting. We propose a new estimator for the low rank matrix, based on the iterative h…

math.ST2014

Global rates of convergence in log-concave density estimation

Arlene K. H. Kim, Richard J. Samworth

The estimation of a log-concave density on represents a central problem in the area of nonparametric inference under shape constraints. In this paper, we study the p…