Zhaorui Dong

collaborators

4 papers

math.ST2026

Spectral analysis of large dimensional Chatterjee's rank correlation matrix

Zhaorui Dong, Fang Han, Jianfeng Yao

This paper studies the spectral behavior of large dimensional Chatterjee's rank correlation matrix when observations are independent draws from a high-dimensional random vector wit…

math.PR2026

Limiting spectral distributions of large consistent rank correlation matrices

Zhaorui Dong, Fang Han, Jianfeng Yao

We study random matrices whose entries are obtained by applying consistent rank correlations, such as Hoeffding's $D$ , pairwise to a high-dimensional random vector with mutually in…

math.PR2026

Quadratic form of heavy-tailed self-normalized random vector with applications in $I^\pm$ -heavy Mar\v cenko--Pastur law

Zhaorui Dong, Johannes Heiny, Jianfeng Yao

Let $x$ be a random vector with $n$ i.i.d.\ real-valued components in the domain attraction of an $I^\pm$ -stable law with $I^\pm \in (0, 2)$ , and let $\mathbf{y}=\mathbf{x}/\|\math…

cs.LG2025

Towards Quantifying the Hessian Structure of Neural Networks

Zhaorui Dong, Yushun Zhang, Jianfeng Yao +1

Empirical studies reported that the Hessian matrix of neural networks (NNs) exhibits a near-block-diagonal structure, yet its theoretical foundation remains unclear. In this work,…

Spectral analysis of large dimensional Chatterjee's rank correlation matrix

Limiting spectral distributions of large consistent rank correlation matrices

Quadratic form of heavy-tailed self-normalized random vector with applications in I^±-heavy Mar\v cenko--Pastur law

Towards Quantifying the Hessian Structure of Neural Networks

Quadratic form of heavy-tailed self-normalized random vector with applications in $I^\pm$ -heavy Mar\v cenko--Pastur law