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math.ST2026
Optimal Estimation in Orthogonally Invariant Generalized Linear Models: Spectral Initialization and Approximate Message Passing
Yihan Zhang, Hong Chang Ji, Ramji Venkataramanan +1
We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design ha…
math.ST2025
Spectral Estimators for Structured Generalized Linear Models via Approximate Message Passing
Yihan Zhang, Hong Chang Ji, Ramji Venkataramanan +1
We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent…
math.ST2024
Matrix Denoising with Doubly Heteroscedastic Noise: Fundamental Limits and Optimal Spectral Methods
Yihan Zhang, Marco Mondelli
We study the matrix denoising problem of estimating the singular vectors of a rank- signal corrupted by noise with both column and row correlations. Existing works are either un…