316 citations · 1.7k across the 39 of their papers we have counts for
8 papers · 1 filter
Rate exact Bayesian adaptation with modified block priors
Chao Gao, Harrison H. Zhou
A novel block prior is proposed for adaptive Bayesian estimation. The prior does not depend on the smoothness of the function or the sample size. It puts sufficient prior mass near…
Rate-optimal posterior contraction for sparse PCA
Chao Gao, Harrison H. Zhou
Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the lead…
Sparse CCA via Precision Adjusted Iterative Thresholding
Mengjie Chen, Chao Gao, Zhao Ren +1
Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. Ho…
Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model
Mengjie Chen, Zhao Ren, Hongyu Zhao +1
A tuning-free procedure is proposed to estimate the covariate-adjusted Gaussian graphical model. For each finite subgraph, this estimator is asymptotically normal and efficient. As…
Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors
Minjing Tao, Yazhen Wang, Harrison H. Zhou
Stochastic processes are often used to model complex scientific problems in fields ranging from biology and finance to engineering and physical science. This paper investigates rat…
Law of Log Determinant of Sample Covariance Matrix and Optimal Estimation of Differential Entropy for High-Dimensional Gaussian Distributions
T. Tony Cai, Tengyuan Liang, Harrison H. Zhou
Differential entropy and log determinant of the covariance matrix of a multivariate Gaussian distribution have many applications in coding, communications, signal processing and st…