585 citations · 1.7k across the 57 of their papers we have counts for
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math.ST2018★ 4 cited
Heteroskedastic PCA: Algorithm, Optimality, and Applications
Anru R. Zhang, T. Tony Cai, Yihong Wu
A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iterativ…
math.ST2018★ 2 cited
Statistical and Computational Limits for Sparse Matrix Detection
T. Tony Cai, Yihong Wu
This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational persp…