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math.ST2024
Federated PCA and Estimation for Spiked Covariance Matrices: Optimal Rates and Efficient Algorithm
Jingyang Li, T. Tony Cai, Dong Xia +1
Federated Learning (FL) has gained significant recent attention in machine learning for its enhanced privacy and data security, making it indispensable in fields such as healthcare…
math.ST2023
Computationally Efficient and Statistically Optimal Robust High-Dimensional Linear Regression
Yinan Shen, Jingyang Li, Jian-Feng Cai +1
High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statist…