5 papers
Extreme principal minors of Wishart and deformed GOE matrices
Zhaorui Dong, Tiefeng Jiang, Tuan Pham +1
We study the laws of large numbers for the largest eigenvalues among all principal minors of Wishart matrices and deformed GOE matrices. We propose a new method based on identifyin…
Detecting non-uniform patterns on high-dimensional hyperspheres
Tiefeng Jiang, Tuan Pham
We propose a new probabilistic characterization of the uniform distribution on the hypersphere in terms of the distribution of pairwise inner products, extending the ideas of \cite…
Asymptotic analysis of high-dimensional uniformity tests under heavy-tailed alternatives
Tiefeng Jiang, Tuan Pham
We study the high-dimensional uniformity testing problem, which involves testing whether the underlying distribution is the uniform distribution, given data points on the -d…
Fast Sampling and Inference via Preconditioned Langevin Dynamics
Riddhiman Bhattacharya, Tiefeng Jiang
Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributi…
Asymptotic Independence of the Sum and Maximum of Dependent Random Variables with Applications to High-Dimensional Tests
Long Feng, Tiefeng Jiang, Xiaoyun Li +1
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply thi…