316 citations · 1.7k across the 39 of their papers we have counts for
4 papers · 1 filter
Bernstein-von Mises Theorems for Functionals of Covariance Matrix
Chao Gao, Harrison H. Zhou
We provide a general theoretical framework to derive Bernstein-von Mises theorems for matrix functionals. The conditions on functionals and priors are explicit and easy to check. R…
Rate-optimal graphon estimation
Chao Gao, Yu Lu, Harrison H. Zhou
Network analysis is becoming one of the most active research areas in statistics. Significant advances have been made recently on developing theories, methodologies and algorithms…
Sparse CCA: Adaptive Estimation and Computational Barriers
Chao Gao, Zongming Ma, Harrison H. Zhou
Canonical correlation analysis is a classical technique for exploring the relationship between two sets of variables. It has important applications in analyzing high dimensional da…
Minimax estimation in sparse canonical correlation analysis
Chao Gao, Zongming Ma, Zhao Ren +1
Canonical correlation analysis is a widely used multivariate statistical technique for exploring the relation between two sets of variables. This paper considers the problem of est…