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math.ST2020★ 1 cited
On the Non-Asymptotic Concentration of Heteroskedastic Wishart-type Matrix
T. Tony Cai, Rungang Han, Anru R. Zhang
This paper focuses on the non-asymptotic concentration of the heteroskedastic Wishart-type matrices. Suppose is a -by- random matrix and i…
math.ST2020★ 16 cited
Distributed Gaussian Mean Estimation under Communication Constraints: Optimal Rates and Communication-Efficient Algorithms
T. Tony Cai, Hongji Wei
We study distributed estimation of a Gaussian mean under communication constraints in a decision theoretical framework. Minimax rates of convergence, which characterize the tradeof…