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stat.ME2018
Semi-supervised Inference for Explained Variance in High-dimensional Linear Regression and Its Applications
T. Tony Cai, Zijian Guo
This paper considers statistical inference for the explained variance under the high-dimensional linear model in the semi-supervised setting, where i…
stat.ME2018
High-dimensional Linear Discriminant Analysis: Optimality, Adaptive Algorithm, and Missing Data
T. Tony Cai, Linjun Zhang
This paper aims to develop an optimality theory for linear discriminant analysis in the high-dimensional setting. A data-driven and tuning free classification rule, which is based…